[SciPy-User] Python packages for parallel numerical optimization?

Christoph Deil deil.christoph@googlemail....
Thu Nov 15 08:53:20 CST 2012


Hi,

are there any good Python packages for parallel numerical optimisation?
Just to be clear, I mean minimising a function that is time-consuming to compute and needs to be computed many times to find the minimum.

I'm mostly interested in message passing solutions that work on a cluster of 10 to 1000 CPUs.

The only thing I found with Google if FiPy, which uses mpi4py:
http://www.ctcms.nist.gov/fipy/documentation/USAGE.html#parallel
But FiPy is a finite volume PDE solver, which is not the application I want to solve.

I've heard many good things about zeromq ( http://www.zeromq.org/bindings:python ) and it looks very simple and powerful, so I'd be especially interested in zeromq-based solutions.

Any links welcome, also on parallel optimisation on CPU clusters in general!

Thanks a lot!
Christoph




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