<div dir="ltr">For future reference parallel Nelder Mead is described at 10.1007/s10614-007-9094-2, and some performance at <a href="https://scwu.io/f/Parallelization_Nelder_Mead_Simplex_Algorithm_Abstract.pdf">https://scwu.io/f/Parallelization_Nelder_Mead_Simplex_Algorithm_Abstract.pdf</a>.<div><table border="0" class="gmail-medium-text" cellpadding="1" cellspacing="0" style="text-align:left;box-sizing:border-box;font-family:Arial,Helvetica,sans-serif;color:rgb(0,0,0);font-size:1em;margin-left:5px;border-collapse:unset"><tbody style="box-sizing:border-box"><tr valign="top" style="box-sizing:border-box"><td style="margin:0px;padding:0px 0px 10px 10px;font-family:Verdana,Arial,Helvetica,sans-serif;font-size:13.28px;box-sizing:border-box"></td></tr></tbody></table></div></div><div class="gmail_extra"><br><div class="gmail_quote">On 5 March 2018 at 18:13, Andrew Nelson <span dir="ltr"><<a href="mailto:andyfaff@gmail.com" target="_blank">andyfaff@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><span class="">> <span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">would allow something like a parallel implementation of Nelder-Mead.</span><div><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline"><br></span></div></span><div><span style="font-size:12.8px">At the moment the __next__ method would consist of the logic of the existing loop inside _minimize_neldermead, which is done serially. I was not aware of a parallel version of NM, but a quick search reveals there is something along those lines. That's not in scope here, but could be added later.</span></div></div><div class="gmail_extra"><div><div class="h5"><br><div class="gmail_quote">On 5 March 2018 at 18:03, Phillip Feldman <span dir="ltr"><<a href="mailto:phillip.m.feldman@gmail.com" target="_blank">phillip.m.feldman@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">From the (beautifully written) draft PEP:<div><br></div><div>"Different optimization algorithms can inherit from Optimizer, with each of the subclasses overriding the __next__ method ..."</div><div><br></div><div>I'm unclear re. whether this approach would allow something like a parallel implementation of Nelder-Mead.</div><span class="m_-5929664248428092963HOEnZb"><font color="#888888"><div><br></div><div>Phillip<br></div></font></span></div><div class="gmail_extra"><br><div class="gmail_quote"><div><div class="m_-5929664248428092963h5">On Sun, Mar 4, 2018 at 7:05 PM, Andrew Nelson <span dir="ltr"><<a href="mailto:andyfaff@gmail.com" target="_blank">andyfaff@gmail.com</a>></span> wrote:<br></div></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div><div class="m_-5929664248428092963h5"><div dir="ltr">Scott Sievert and I have put a lot of work into preparing a draft of the PEP for class based scalar minimizers:<div><br><div><a href="https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab072c92c609d71ed6943c6/PEP/1-Optimizer.rst" target="_blank">https://github.com/andyfaff/sc<wbr>ipy/blob/a52bb4f9029389da3ab07<wbr>2c92c609d71ed6943c6/PEP/1-Opti<wbr>mizer.rst</a><br></div><div style="text-align:start;text-indent:0px;text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial">where we've tried to address comments already made in this thread, and from the WIP github PR. Scott and I look forward to hearing any comments/concerns/feedback about the proposal. We can field any questions and address them in an updated PEP, as well as on here.</div><span class="m_-5929664248428092963m_-8392817202255634802HOEnZb"><font color="#888888"><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial">Andrew.</div></font></span><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;text-decoration-style:initial;text-decoration-color:initial">p.s. Ralf/Pauli, could we add the PEP to a scipy/PEP, or scipy/scipep, repo? How should we discuss such this, and any further PEP? Should we have a scipep process, or shall we keep things simple?</div></div></div>
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<br></blockquote></div><br><br clear="all"><div><br></div></div></div><span class="HOEnZb"><font color="#888888">-- <br><div class="m_-5929664248428092963gmail_signature" data-smartmail="gmail_signature">______________________________<wbr>_______<br>Dr. Andrew Nelson<br><br><br>______________________________<wbr>_______</div>
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</blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="gmail_signature" data-smartmail="gmail_signature">_____________________________________<br>Dr. Andrew Nelson<br><br><br>_____________________________________</div>
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