Github user tmyklebu commented on the pull request:
https://github.com/apache/spark/pull/5005#issuecomment-90963126
OK. I haven't made a serious attempt to write a solver for general
L1-constrained least squares problems. I don't see anything wrong with
implementing a generalisation of Polyak's method for more general constrained
least squares problems, but I'm not too sure it'll go fast. (It probably flies
once you're close to the optimal face, but that isn't where you start.) With
nonnegativity-constrained least-squares, the active set usually doesn't change
very much.
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