Github user debasish83 commented on the issue:
https://github.com/apache/spark/pull/14473
ADMM is already available as a breeze solver (BFGS, OWLQN,
NonlinearMinimizer) which is integrated with ml/mllib...It will be great if you
can look into it and let me know if you need pointers in running comparisons
with OWLQN:
https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/optimize/proximal/NonlinearMinimizer.scala
This is implemented based on the paper you cited.
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