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Hello Kim,
Welcome to OpenTURNS.
You're right COBYLA is sequential, and OpenTURNS evaluates in batches when using finite-difference for the gradients, so we cannot fully benefit from parallel evaluations.
We're currently working on wiring more optimization libraries, but not specifically CONDOR, nor specifically oriented towards parallel computing.
However we'll consider any contributions and feedback on this. https://www.sciencedirect.com/science/article/pii/S037704270400559X (I tried grabbing the code but the link in the article is dead)
Also this may be a personal view, but cobyla is rather ancient, maybe there exist some are more modern algorithms (cmaes, nsga2) that can parallelize the optimization, we havent looked at that much, except for the multiple-objective aspect.
j
De : [email protected] <[email protected]> de la part de Simxon - Kim Ravn-Jensen <[email protected]>
Envoyé : dimanche 23 juin 2019 08:11:55 À : 'OpenTURNS users forum' Objet : [ot-users] CONDOR vs. COBYLA? Dear all,
Even though I am a complete newbie concerning OpenTURNS, I recently took a chance and wrote this article.
While researching, I noticed that the COBYLA algorithm uses parallel computing only when calculating gradients and Hessians for the destination point. If you google these two words together: “COBYLA CONDOR”, you are led to believe that the CONDOR algorithm is a possible replacement for COBYLA which is able to operate in parallel before reaching the final destination – the optimum point.
This leads to three questions for the user forum:
Regards, Kim Ravn-Jensen Simxon (Danish VAT No.: 2685 6337) Phone: +45 2145 8811 – http://www.simxon.com
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