Yes I could do that but it is simpler (I think) to execute the code in parallel instead of sending 20 codes to be executed on the cluste.r
On Saturday, July 26, 2014 10:08:20 AM UTC-7, Michael Prentiss wrote: > > What you are doing makes sense. Starting from multiple starting points is > important. > > I am curious why you just don't just run 20 different 1-processor jobs > instead of bothering with the parallelism? > > > On Saturday, July 26, 2014 11:22:07 AM UTC-5, Iain Dunning wrote: >> >> The idea is to call the optimize function multiple times in parallel, not >> to call it once and let it do parallel multistart. >> >> Check out the "parallel map and loops" section of the parallel >> programming chapter in the Julia manual, I think it'll be clearer there. >> >> On Friday, July 25, 2014 8:00:40 PM UTC-4, Charles Martineau wrote: >>> >>> Thank you for your answer. So I would have to loop over, say 20 random >>> set of starting points, where in my loop I would use the Optim package to >>> minimize my MLE function for each random set. Where online is the documents >>> that shows how to specify that we want the command >>> >>> Optim.optimize(my function, etc.) to be parallelized? Sorry for my >>> ignorance, I am new to Julia! >>> >>> >>> On Friday, July 25, 2014 2:04:08 PM UTC-7, Iain Dunning wrote: >>>> >>>> I'm not familiar with that particular package, but the Julia way to do >>>> it could be to use the Optim.jl package and create a random set of >>>> starting >>>> points, and do a parallel-map over that set of starting points. Should >>>> work >>>> quite well. Trickier (maybe) would be to just give each processor a >>>> different random seed and generate starting points on each processor. >>>> >>>> On Friday, July 25, 2014 3:05:05 PM UTC-4, Charles Martineau wrote: >>>>> >>>>> Dear Julia developers and users, >>>>> >>>>> I am currently using in Matlab the multisearch algorithm to find >>>>> multiple local minima: >>>>> http://www.mathworks.com/help/gads/multistart-class.html for a MLE >>>>> function. >>>>> I use this Multisearch in a parallel setup as well. >>>>> >>>>> Can I do something similar in Julia using parallel programming? >>>>> >>>>> Thank you >>>>> >>>>> Charles >>>>> >>>>>
