> > 1) It's pretty easy to use MPI from Julia. For some use cases it may make > more sense than Julia's built-in approach to parallelism, especially if > you're already comfortable with MPI. Though if you're well served by pmap, > that's much simpler. >
Do you mean I should be able to broadcast and allgather memory managed by Julia? That sounds scary. Luckily for me these models should be amenable to pmap. Is there an example of MPI-from-Julia, just in case? > 2) It looks like the subproblem you're solving is a 1d optimization. I > wouldn't be surprised if you could get a significant speedup by tweaking > the optimization algorithm (e.g., using a derivative-based method) and > making the function evaluations more efficient (e.g., avoiding temporary > allocations). > Yes, thank you! This is a toy example for which we have an analytic solution to check against. The project I'm working on involves a few more discrete and continuous controls and states. I only hope that NLOpt.jl will run in reasonable time compared to the C version. Thank you for your reply! Gabriel
