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

You could do parallel at two parts: 1) parallel the calculation of single iteration or 2) parallel start N initial guessing.

On 2) you need a job controller to control the N initial guess discovery threads.

Please add an extra output on your program: "lower bound" that indicates the output values of current input parameter's decents wont lower than this lower bound.

The initial N guessing thread can compete with each other; if any one thread's lower bound is higher than existing thread's current value, then this thread can be dropped by your job controller.