Re: help installing functions from repository (was: Re: Built-in parallelization in optimization functions)

[Olaf Till]

Hi Michael,

On Mon, Jun 23, 2014 at 04:53:09AM -0700, Michael Creel wrote:
> I have played around in the past with some ideas for using a battery of SA
> minimizers. If I recall correctly, this gave some improvements in getting to
> the neighborhood of the global minimum, during the early part of the
> iterations, but convergence in the later part was no faster than the public
> version. 

maybe you can specify the approach ... ? But surely the resulting
algorithm actually won't be real simulated annealing anymore ...

> An obvious way to do some parallelization in optim would be to do numeric
> gradients and/or Hessians in parallel. That would be a generic, general
> purpose improvement.

For gradients, this is already done (in the native numeric gradient
functions of the new frontends). As for Hessians, algorithms needing a
Hessian seem to use BFGS, usually ...

Olaf

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