Parallelization of numeric optimizers

Abstract

A method for parallelization of a numeric optimizer includes detecting an initialization of a numeric optimization process of a given function. The method computes a vector-distance between an input vector and a first neighbor vector of a set of neighbor vectors. The method predicts, using the computed vector-distance, a subset of the set of neighbor vectors. The method pre-computes, in a parallel processing system, a set of evaluation values in parallel, each evaluation value corresponding to one of the subset of the set of neighbor vectors. The method detects a computation request from the numeric optimization process, the computation request involving at least one of the set of evaluation values. The method supplies, in response to receiving the computation request, and without performing a computation of the computation request, a parallelly pre-computed evaluation value from the set of evaluation values to the numeric optimization process.