Parallelized optimization in R

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梦谈多话
梦谈多话 2021-02-12 12:24

I\'m running R on linux box that has 8 multicore processors, and have an optimization problem I\'d like to speed up by parallelizing the optimization routine itself. Importantly

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  •  情话喂你
    2021-02-12 13:07

    As you have not accepted an answer, this idea might help: For global optimisation the package DEoptim() has an in-built option for parallel optimisation. Nice thing is, it's easy to use and documentation well written.

    c.f. http://www.jstatsoft.org/v40/i06/paper (currently down)

    http://cran.r-project.org/web/packages/DEoptim/index.html

    Beware: Differential Evolglobal optimizers might still run into locals.

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