rgenoud has a genetic algorithm for optimization with a parallel implementation.

cheers,

Jacob.

--- On Fri, 5/14/10, To Maxime <Maxime.To@ensae.fr> wrote:

From: To Maxime <Maxime.To@ensae.fr>
Subject: [R-sig-hpc] Parallel Optimization
To: "r-sig-hpc@r-project.org" <r-sig-hpc@r-project.org>
Date: Friday, May 14, 2010, 11:15 PM

Hi,

I am currently working on statistical problems that imply to optimize a likelihood function. Given the structure of the function and the size of the data, optimization takes a very long time.

I was wondering if there were a parallel version of the optim() R function or programmed parallel routine for optimization problems, but I didn't find any.

Does anybody know if there exists a package for parallel optimization ?

Thanks,

Maxime

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