Re: apply simplex method to fix linear programming in spark

Yeah for this you can use breeze quadratic minimizer...that's integrated with spark in one of my spark pr. You have quadratic objective with equality which is primal and your proximal is positivity that we already support. I have not given an API for linear objective but that should be simple to

Re: apply simplex method to fix linear programming in spark

Dear Debasish Das, Thanks very much for your kind reply. I am very sorry that, but may you clearify a little more about the places, since I could not find them. On Thursday, November 5, 2015 5:50 AM, Debasish Das wrote: Yeah for this you can use breeze

Re: apply simplex method to fix linear programming in spark

Hi Debasish Das, Firstly I must show my deep appreciation towards you kind help. Yes, my issue is some typical LP related, it is as:Objective function:f(x1, x2, ..., xn) = a1 * x1 + a2 * x2 + ... + an * xn,   (n would be some number bigger than 100) There are only 4 constraint functions,x1 + x2

Re: apply simplex method to fix linear programming in spark

Hi Debasish Das, I found that there are lots of much useful information for me in your kind reply.However, I am sorry that still I could not exactly catch each words you said. I just know spark mllib will use breeze as its underlying package, however, I did not practise and do not know how to

Re: apply simplex method to fix linear programming in spark

Spark has nnls in mllib optimization. I have refactored nnls to breeze as well but we could not move out nnls from mllib due to some runtime issues from breeze. Issue in spark or breeze nnls is that it takes dense gram matrix which does not scale if rank is high but it has been working fine for

Re: apply simplex method to fix linear programming in spark

I might be steering this a bit off topic: does this need the simplex method? this is just an instance of nonnegative least squares. I don't think it relates to LDA either. Spark doesn't have any particular support for NNLS (right?) or simplex though. On Mon, Nov 2, 2015 at 6:03 PM, Debasish Das

Re: apply simplex method to fix linear programming in spark

Use breeze simplex which inturn uses apache maths simplex...if you want to use interior point method you can use ecos https://github.com/embotech/ecos-java-scala ...spark summit 2014 talk on quadratic solver in matrix factorization will show you example integration with spark. ecos runs as jni

Re: apply simplex method to fix linear programming in spark

Hi Ted Yu, Thanks very much for your kind reply.Do you just mean that in spark there is no specific package for simplex method? Then I may try to fix it by myself, do not decide whether it is convenient to finish by spark, before finally fix it. Thank you,Zhiliang On Monday, November 2,

apply simplex method to fix linear programming in spark

Dear All, As I am facing some typical linear programming issue, and I know simplex method is specific in solving LP question, I am very sorry that whether there is already some mature package in spark about simplex method... Thank you very much~Best Wishes!Zhiliang

Re: apply simplex method to fix linear programming in spark

A brief search in code base shows the following: TODO: Add simplex constraints to allow alpha in (0,1). ./mllib/src/main/scala/org/apache/spark/mllib/clustering/LDA.scala I guess the answer to your question is no. FYI On Sun, Nov 1, 2015 at 9:37 AM, Zhiliang Zhu