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jackdreilly / SparkADMM

ADMM implementation on Spark Cluster
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Download/Install new library #7

Closed JojoG closed 4 years ago

JojoG commented 12 years ago

Hey guys,

I am currently working on the LocalLogR and I want to use the ADMM method. To do so, I have the algorithm on § 8.2.2 . I need to use algorithms like L-BFGS to implement the x. A routine exists in the "scalanlp" library. I would like to download it and then install it but I did not really follow when we did it for the "scalala" library...

Is it easy to do? Or should I wait for the next meeting? Because all what I need is here normally: "https://github.com/scalanlp/scalanlp-core"

Also I do not know if the L-BFGS routine from this library will work with the SparseDoubleMatrix1D we created... I don't think so actually...

Thank you for your help!

Johann

jackdreilly commented 12 years ago

Hey Johann, This is a problem I have been working on recently.

We should definitely stick with the sparse matrix representation, because the matrices are just too inefficient otherwise. Therefore, we should abandon scalala in my opinion.

This means, we must write our own nonlinear unconstrained solver for the x-update step. There's an example of such a solution in the etc/ folder in matlab code provided by Boyd.

I've pushed some changes implementing a Newton's method solver for the x-update for a super-local version of the problem

jackdreilly commented 12 years ago

the problem is still open, since we may want to implement something other than the Newton's method, maybe using L-BFGS instead

JojoG commented 4 years ago

hello, No more working on it^^ I close it^^ Best, Jojo

jackdreilly commented 4 years ago

that's a relief! Hey, I'm living in Paris now. Are you here? Bonne sante!

On Mon, Apr 6, 2020 at 11:24 AM JojoG notifications@github.com wrote:

Closed #7 https://github.com/jackdreilly/SparkADMM/issues/7.

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JojoG commented 4 years ago

Hey Jack, Hehehe no no, I am leaving in Barcelona currently^^ But I'll be in Paris for 3 months this summer (I mean I hope)^^ Maybe we can have a drink or something^^ I still have the same gmail address. Don't hesitate to send me your phone number! Stay safe ;)

jackdreilly commented 4 years ago

Sure thing! my number is +19167681755 looking forward to catching up at some point!

On Wed, Apr 8, 2020 at 3:20 PM JojoG notifications@github.com wrote:

Hey Jack, Hehehe no no, I am leaving in Barcelona currently^^ But I'll be in Paris for 3 months this summer (I mean I hope)^^ Maybe we can have a drink or something^^ I still have the same gmail address. Don't hesitate to send me your phone number! Stay safe ;)

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