SciML / Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
https://docs.sciml.ai/Optimization/stable/
MIT License
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Multithreading support for Optimizers like BBO #733

Open sathvikbhagavan opened 6 months ago

sathvikbhagavan commented 6 months ago

Optimizers like BBO can be sped up using multithreading/multiprocessing. But it currently doesn't work - https://github.com/robertfeldt/BlackBoxOptim.jl#multithreaded-and-parallel-function-evaluation

We can implement a batched interface for these kind of optimizers like https://github.com/SciML/SciMLBase.jl/blob/master/src/scimlfunctions.jl#L2104-L2180.

Note this might require forking BBO to fix the multithreading part ourselves.

cc: @ChrisRackauckas