[SciPy-User] Python packages for parallel numerical optimization?
Thu Nov 15 08:53:20 CST 2012
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:
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!
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