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