Comments (2)
Sadly, the CMAES package does not provide explicit parallelization for cma_es(). I'd need to modify the function myself or contact the author. Other methods do provide parallelization, I will list them and include them in the help files, as well as a warning when parallel=TRUE is ignored.
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The last version of the package allows to read/write to the disk for all 19 methods currently implemented (so it always creates the appropiate i0, i1, ..., in folders needed to try different solutions). For clusters with schedulers like DATARMOR, the method 'Rvmmin' also has the restart functionality. This method uses derivatives, so can be used with deterministic models and in those cases should be way faster than AHR-ES, that was developed for stochastic models. We are not planning anymore to modify the code of CMA-ES so it can be run in parallel, but many other methods do provide the functionality and are included in the package.
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Related Issues (5)
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