Parallel Computing in Optimization

Programs can run on multiple CPU cores or on heterogeneous networks and platforms with parallelization. In this example application, we solve a series of optimization problems using Linux and Windows servers using Python multi-threading. The optimization problems are initialized sequentially, computed in parallel, and returned asynchronously to the MATLAB or Python script.

Multithreading in Python

In Python, parallelization is accomplished with multithreading. The following example shows an example of how to create and run a program with 10 threads that each print a message.

The next step is to embed a simple Nonlinear Programming (NLP) problem into the multi-threaded application. The tutorial examples are available for download below:





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