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[Help-gsl] Asynchronous multidimensional minimization


From: Maxime Boissonneault
Subject: [Help-gsl] Asynchronous multidimensional minimization
Date: Fri, 21 Sep 2012 10:54:00 -0400
User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10.8; rv:15.0) Gecko/20120907 Thunderbird/15.0.1

Hi,
I have a multidimensional minimization problem for which the function is pretty long to compute (think hours or days). I coded a master-slave MPI communication structure to do the work. I would have the master who dispatches sets of parameters to compute to different slaves, on different computers.

What I am wondering is if there is a way to use GSL multidimensional minimization algorithms in a "queue many and wait for result" fashion rather than in a "evaluate the function sequentially" fashion.

Thanks,

Maxime Boissonneault



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