GitHub user ZunwenYou opened a pull request:
https://github.com/apache/spark/pull/14473
[SPARK-16495] Add ADMM optimizer in mllib package
Alternating Direction Method of Multipliers (ADMM) is well suited to
distributed convex optimization, and in particular to large-scale problems
arising in statistics, machine learning, and related areas.
Details can be found in the [S. Boyd's
paper](http://www.stanford.edu/~boyd/papers/admm_distr_stats.html).
JIRA Issue: https://issues.apache.org/jira/browse/SPARK-16495
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/ZunwenYou/spark feature-admm
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/14473.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #14473
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commit 190520f5d2e0e4c62b95e23ec21d8db4a0388b94
Author: kevinzwyou <[email protected]>
Date: 2016-08-03T02:38:42Z
add ADMM and ADMMSuite
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