ECOS Spark Integration

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ECOS Spark Integration

Debasish Das

ECOS is a solver for second order conic programs and we showed the Spark integration at 2014 Spark Summit Right now the examples show how to reformulate matrix factorization as a SOCP and solve each alternating steps with ECOS:

For distributed optimization, I expect it will be useful where for each primary row key (sensor, car, robot :-) we are fitting a constrained quadratic / cone program. Please try it out and let me know the feedbacks.