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Re: Parallel computing with "samin" function


From: Olaf Till
Subject: Re: Parallel computing with "samin" function
Date: Thu, 19 Jan 2012 09:46:40 +0100
User-agent: Mutt/1.5.20 (2009-06-14)

On Wed, Jan 18, 2012 at 01:14:32PM -0500, Jonathan Lalande wrote:
> Hi everyone,
> 
> I'm wondering if it is possible to use a multicore processor with
> the samin function (simulated annealing minimization). I used to
> work with Matlab and the fmincon function who allow parallel
> processing, and it was indeed a lot faster than samin.
> 
> I'm looking at the "multicoredemo_octave.m" in the multicore package
> but I'm not quite sure if these functions can be used for that
> application.

Do you want just more speed or just parallel processing? samin is a
stochastic optimizer and fmincon seemingly a deterministic one, its no
use to compare the speed of both.

Olaf


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