parallel NMinimize[]
- To: mathgroup at smc.vnet.net
- Subject: [mg50513] parallel NMinimize[]
- From: lupos at cheerful.com (robert)
- Date: Wed, 8 Sep 2004 05:15:39 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
dear all,
I am trying to use NMinimize[f[x],x] from a windows based mathematica
to minimize the function f[x] which evaluates via RUN[] and rsh remote
shell
commands on a linux cluster.
this works fine so far.
Now I would like to exploit the parallel capabilities of the linux
cluster.
usually NMinimize[] calls f[x] for a single value x at one step.
the nature of NMinimize[f[x],x, Method->"DifferentialEvolution"] as I
understand it causes a whole population of x values to be evaluated
before
minimization progresses.
In order to profit from the cluster I would need NMinimize[] to
evaluate
f[] for the whole populatuion in a single call.
e.g. f[{x1,x2,x3,x4,....xn}] with n beeing the size of the actual
popolation such that NMinimize[] would call the function to be
minimized with a wole list of x values instead of calling it with just
a single value. this way the cluster could evaluate all the (time
expense) function calls in parallel and return a list of results
{f[x1],f[x2],f[x3], ... f[xn]} to NMinimize[]
is there any chance to achieve this ?
does anyone know what for the following "DifferentialEvolution"
options are used ?
"InitialPoints" set of initial points
"SearchPoints" size of the population used for evolution
note i dont ask for any parallel aktion of mathematica itself.
thanks robert