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mengxr committed Feb 13, 2016
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#A port of TFOCS for Apache Spark
# TFOCS for Spark: a Community Port of TFOCS for Apache Spark

This package (referred to as spark-tfocs) is an implementation of the [TFOCS](http://cvxr.com/tfocs/) convex solver for [Apache
This package is an implementation of the [TFOCS](http://cvxr.com/tfocs/) convex solver for [Apache
Spark](http://spark.apache.org/).

The original Matlab TFOCS library provides building blocks to construct efficient solvers for convex
problems. spark-tfocs implements a useful subset of this functionality, in Scala, and is designed to
operate on distributed data using the Spark cluster computing framework. spark-tfocs includes
problems. TFOCS for Spark implements a useful subset of this functionality, in Scala, and is designed to
operate on distributed data using the Spark cluster computing framework. TFOCS for Spark includes
support for:

* Convex optimization using Nesterov's accelerated method (Auslender and Teboulle variant)
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The name "TFOCS" is being used with permission from the original TFOCS developers, who are not
involved in the development of this package and hence not responsible for the support.
To report issues or request features about spark-tfocs, please use our GitHub issues page.
To report issues or request features about TFOCS for Spark, please use our GitHub issues page.


## LASSO Example
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## Software Architecture Overview

The primary types used in the spark-tfocs library are as follows:
The primary types used in the TFOCS for Spark library are as follows:

* `DenseVector` A wrapper around `Array[Double]` with support for vector operations. (Imported
from `org.apache.spark.mllib.linalg`)
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represents a row of the matrix. More information is available in
`org.apache.spark.mllib.optimization.tfocs.VectorSpace`.

The primary abstractions of the spark-tfocs library are as follows:
The primary abstractions of the TFOCS for Spark library are as follows:

* `VectorSpace` A basic vector space interface with support for computing linear combinations and
dot products. This abstraction supports local computation as well as distributed computation using
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* `ProxCapableFunction` An interface for evaluating a function and computing the minimizing value
of its proximity operator.

The following naming conventions are used in the spark-tfocs library:
The following naming conventions are used in this library:

* To the extent possible, classes and functions are given the same name as the corresponding
implementation in Matlab TFOCS.
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