paralleloptimization.html.svn-base

OPT++

/** \page ParallelOptimization Parallel Optimization

Parallel optimization in OPT++ comes in a couple of different forms.
The first occurs when traditionally serial methods, such as Newton
methods, require finite-difference approximations to the gradient
because analytic gradients are not available.  In this setting, the
gradient evaluations are performed speculatively and in parallel.
This is done automatically when the parallel version of OPT++ is
built; however, there is some onus on the user who wants to take
advantage of this capability.  In particular, it is necessary to
initialize and finalize MPI and to set up file names or working
directories that prevent messy file I/O.  The other form of
parallelism occurs when the optimization algorithms themselves are
parallel.  This occurs in three methods included in OPT++: parallel
direct search (PDS), a trust region-parallel direct search hybrid
(TRPDS) and a generating set search method (GSS).  Again, the parallelism is done automatically when the
parallel version of OPT++ is built, but the user is required to
perform a couple of tasks.

The following examples demonstrate how to make use of the PDS and
TRPDS methods.  Furthermore, these examples demonstrate the steps
required to set up OPT++ to take advantage of its parallel
capabilities, whether it be for speculative finite-difference gradient
computations or for a parallel optimization algorithm.

Notes: We hope to hide the steps required to set up parallelism in
future releases.  Also, if the function evaluation is parallel, it
currently cannot be used together with OPT++ parallel capabilities.
We will be adding support for multi-level parallelism in future
releases.

\section ParallelFragments  Using a Parallel Optimization Method
<ol>
	        <li> \ref tstpds
		<li> \ref tsttrpds
		<li> \ref tstgss
</ol>


<p> <a href="MethodsDoc.html">Next Section: Optimization Methods </a> |
<a href="index.html">Back to Main Page</a> </p> 

Last revised <em> July 13, 2006</em> 
	
*/