Parallel many dimensional optimization

Question

I am building a script that generates input data [parameters] for another program to calculate. I would like to optimize the resulting data. Previously I have been using the num

Answer 1

I had the same problem while I was in the university, we had a fortran algorithm to calculate the efficiency of an engine based on a group of variables. At the time we use modeFRONTIER and if I recall correctly, none of the algorithms were able to generate multiple guesses.

The normal approach would be to have a DOE and there where some algorithms to generate the DOE to best fit your problem. After that we would run the single DOE entries parallely and an algorithm would "watch" the development of the optimizations showing the current best design.

Side note: If you don't have a cluster and needs more computing power HTCondor may help you.