Description:

Course work for EE236c: Convex Optimization
Implement Alternating Direction Method of Multipliers On Spark, language: scala
Use ADMM to solve large scale Linear Regression Problem
ADMM algorithm can be extended to solve other statistical learning optimization problem
Can run on more than one hundred gigabytes of training data with fast convergence speed

Instructions:

This is a maven project.
Command: mvn clean package,to compile the project