Passing parameters to optimizer

SteSus85 · **Joined:** Wed Jul 18, 2012 1:14 pm **Posts:** 9

Hey,
I use BFGS optimizer and I'd like to run a parallel loop few optimization procedures. In order to do this I should provide unique (parameters to) objective function for each parallel stream. How can I do this with alglib? Can I run optimizer by passing unique pointers to it?

My current objective function defined as

Code:

void function3_func(const real_1d_array &x, double &func, void *ptr) 
{
   func = -d_Likelihood(delta_tk, c, x[0],x[1], x[2], NN, y_ob, (int)TT);
}

How can I pass unique y_ob in parallel?

Thx in advance,
Stepan

SteSus85 · **Joined:** Wed Jul 18, 2012 1:14 pm **Posts:** 9

If someone need it. I used the following constructions:

Code:

void function2_func(const real_1d_array &x, double &func, void *ptr) 
{
   InputData data_tmp = *((InputData *)ptr);
   func = -c_Likelihood(x[0], x[1], x[2], data_tmp.N, data_tmp.R, data_tmp.Q, data_tmp.NN);
}

Code:

struct InputData
{
   int R,Q,NN;
   double  N;
};

InputData data;
simulated_data.Q = Q_tmp; simulated_data.N = N_tmp; 
simulated_data.R = c_tmp; simulated_data.NN = N_tmp; 
...
alglib::minbleicoptimize( state, function2_func, NULL, (void*)&data);

Sergey.Bochkanov · **Joined:** Fri May 07, 2010 7:06 am **Posts:** 927

Yes, that's exactly how it is intended to work! :))

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