With SIMD the CPU may execute the same instructions on e.g. 4x differents datasets just as fast as on 1x dataset. Assuming the user has a SIMD-enabled objective function - are there optimization algos that can exploit that? E.g. in Optim, Roots, SciML…? The prime example would be the BiSection alg…

The tools don’t have an interface for it yet. But I was just chatting with @Elrod about doing this just last week. We’ll probably start doing some of this for all SciML problems once the GPU push is done this summer (there’s new algorithms in each area to be made for this). If you’re interested and …

Supporting SIMD-enabled objective functions in optimization APIs

Specific Domains Optimization (Mathematical)

odow February 5, 2024, 6:59pm 3

Topic		Replies	Views
JuliaOpt parallel algorithms Optimization (Mathematical) first-steps	7	3910	August 1, 2017
Is it possible to use SIMD in multithreading? General Usage performance	5	1636	June 28, 2021
Performance of Computation of Expectation of slow function Optimization (Mathematical) jump , performance , optimization	13	1019	January 30, 2022
Optim with autodiff return error when optimize paralleled objective function Optimization (Mathematical) question	9	546	February 4, 2021
Recommendations to parallelize "MultistartOptimization.jl" New to Julia multithreading , distributed , optimization	0	216	July 25, 2023

Supporting SIMD-enabled objective functions in optimization APIs

Related topics