Github user tmyklebu commented on the pull request:
https://github.com/apache/spark/pull/5005#issuecomment-90947409
Not at home right now, so I don't have everything in front of me. If you
have a "projection onto tangent cone" operator and you keep explicit track of
the active set, you can generalise Polyak's method here to quadratic
minimisation over any polyhedral set. The trouble is that projection onto the
tangent cone requires solving a linear system for general polyhedral sets.
Do you have a specific application in mind?
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