I'm not familiar with that particular package, but the Julia way to do it could be to use the Optim.jl package and create a random set of starting points, and do a parallel-map over that set of starting points. Should work quite well. Trickier (maybe) would be to just give each processor a different random seed and generate starting points on each processor.
On Friday, July 25, 2014 3:05:05 PM UTC-4, Charles Martineau wrote: > > Dear Julia developers and users, > > I am currently using in Matlab the multisearch algorithm to find multiple > local minima: http://www.mathworks.com/help/gads/multistart-class.html > for a MLE function. > I use this Multisearch in a parallel setup as well. > > Can I do something similar in Julia using parallel programming? > > Thank you > > Charles > >
