Optimiser Architecture
•How do you optimise in 137-dimensional space?
–Hard to calculate gradient due to stochastic noise
–Use genetic algorithm
•Random designs
•Mutation
•Interpolation
•Crossover
•
Text Box: How do you run 3`700`000 simulations?
Distributed computing
Internet-based / FTP
~130 users active in last week
>75`000 results sent in
Periodically exchange sample results file
•How do you run 3`700`000 simulations?
–Distributed computing
–Internet-based / FTP
–~130 users active in last week
•>75`000 results sent in
–Periodically exchange sample results file