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Re: [Help-gsl] Asynchronous multidimensional minimization

From: Jerome BENOIT
Subject: Re: [Help-gsl] Asynchronous multidimensional minimization
Date: Fri, 21 Sep 2012 18:12:40 +0200
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:10.0.6esrpre) Gecko/20120817 Icedove/10.0.6

Hello Maxime:

Have you look in the literature for more proper minimization algorithm for your 
problem ?
GSL just offers classical algorithm.

On 21/09/12 16:54, Maxime Boissonneault wrote:
I have a multidimensional minimization problem for which the function is pretty 
long to compute (think hours or days). I coded a master-slave MPI communication 
structure to do the work. I would have the master who dispatches sets of 
parameters to compute to different slaves, on different computers.

What I am wondering is if there is a way to use GSL multidimensional minimization algorithms in a 
"queue many and wait for result" fashion rather than in a "evaluate the function 
sequentially" fashion.


Maxime Boissonneault

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