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MathGroup Archive 2004

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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


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