Thank you for your answer. So I would have to loop over, say 20 random set of starting points, where in my loop I would use the Optim package to minimize my MLE function for each random set. Where online is the documents that shows how to specify that we want the command
Optim.optimize(my function, etc.) to be parallelized? Sorry for my ignorance, I am new to Julia! On Friday, July 25, 2014 2:04:08 PM UTC-7, Iain Dunning wrote: > > 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 >> >>
