Does CVXopt Supports parallelization
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SK
Oct 13, 2016, 10:10:51 PM10/13/16
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Does CVXOOPT suports paralleization? Is there any concept of parallelization within cvxopt instead of using python multiprocessing package?
bruno durin
Oct 16, 2016, 9:34:53 AM10/16/16
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If by parallelization you mean solving several independent optimisation problems, multiprocessing is indeed the way to go.
If you mean using several processes/threads in order to solve one optimisation problem faster, it is possible to use multi-threaded blas and lapack (that cvxopt wraps and calls in its algo), such as Intel MKL (not free), atlas or Openblas (both free). If I remember well, you would have to go through a manual install of cvxopt but then it works well and all optimisation problems that are not very small are solved faster.
If you mean using several processes/threads in order to solve one optimisation problem faster, it is possible to use multi-threaded blas and lapack (that cvxopt wraps and calls in its algo), such as Intel MKL (not free), atlas or Openblas (both free). If I remember well, you would have to go through a manual install of cvxopt but then it works well and all optimisation problems that are not very small are solved faster.
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