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Parallel computing with "samin" function


From: Jonathan Lalande
Subject: Parallel computing with "samin" function
Date: Wed, 18 Jan 2012 13:14:32 -0500
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:9.0) Gecko/20111222 Thunderbird/9.0.1

Hi everyone,

I'm wondering if it is possible to use a multicore processor with the samin function (simulated annealing minimization). I used to work with Matlab and the fmincon function who allow parallel processing, and it was indeed a lot faster than samin.

I'm looking at the "multicoredemo_octave.m" in the multicore package but I'm not quite sure if these functions can be used for that application.

Does anyone have an idea about where to begin? By the way, I'm using Octave 3.4.3 on either Windows 7 or Ubuntu 11.10...

Thank you,

Jonathan


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