ECOS Spark Integration

ECOS is a solver for second order conic programs and we showed the Spark integration at 2014 Spark Summit https://spark-summit.org/2014/quadratic-programing-solver-for-non-negative-matrix-factorization/. Right now the examples show how to reformulate matrix factorization as a SOCP and solve each alternating steps with ECOS:

https://github.com/embotech/ecos-java-scala

For distributed optimization, I expect it will be useful where for each primary row key (sensor, car, robot :-) we are fitting a constrained quadratic / cone program.

Please try it out and let me know the feedbacks.