BlackBoxOptim hangs with multi-threaded optimization

Specific Domains Optimization (Mathematical)
1

Hi everyone,

I had tried using BlackBoxOptim.jl for a parameter estimation problem, following this tutorial. In particular, I have a rather slow intermediate ODE system to solve which does not benefit from multithreading — using the multithreading option in BBO, however, leads to the evaluation failing to continue past the initialization of the workers.

Using the multithreading example actually demonstrates the issue; the command starting on line 39 generates the correct worker processes (in my case, 3) and displays an @info line in the terminal, but does not progress further; computation proceeds but never completes and never produces further output. The julia session must be interrupted with ^C to exit.

I’m not sure how to diagnose the issue or what information would be helpful. I would appreciate any help with that. Thanks!

2

I can’t help with BlackBoxOptim, but I suggest that you also give CMAEvolutionStrategy.jl a try. It is a very powerful black box optimizer that I’ve used successfully on several difficult optimization problems. The multithreading option has worked flawlessly for me.

3

Thanks for the tip! CMAEvolutionStrategy does seem to have more reliable multi-threading.

4

Have just noticed the following on the BBO page:

NB! There are problems with the multi-threaded evaluation on Julia 1.6 and later. We will be investigating this and hope to fix in a future release. For now the related tests have been deactivated. Sorry for the inconvenience.

I’ll mark this as solved.

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