[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [Help-gsl] Asynchronous multidimensional minimization

From: Tuomo Keskitalo
Subject: Re: [Help-gsl] Asynchronous multidimensional minimization
Date: Fri, 21 Sep 2012 21:57:16 +0300
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:15.0) Gecko/20120827 Thunderbird/15.0


you might consider several points for parallelization, depending on your problem. If you can parallelize somewhere inside function evaluation (independent parts, if there are any), that is probably easiest. Another point might be the evaluation of the Jacobian, if you must do it numerically and if you must optimize many parameters simultaneously. And of course you can start several optimizations from different initial values at the same, if that is useful.


On 09/21/2012 05:54 PM, 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


reply via email to

[Prev in Thread] Current Thread [Next in Thread]