Here is one thing that I wanted to mention before we get carried too far with this clustered optimization concept. Some of your optimization jobs, Martin, would take 500 days to complete. Even if distributed over 100 nodes, it's still 5 days, way to long. And this is with only 20 days worth of data! What are we going to do when the data set is 2 years long? There is obviously a limit to everything, and the best that we can accomplish with distributed optimization is probably around 5 to 100 times faster optimization times.
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