OpenMDAO: Use Parallel Groups in order to run same computations i parallel, to make the optimization faster

Question

I am writing this post in the hope to understand how to set parallel computations by using OpenMDAO. I have been told that OpenMDAO has an option called Parallel Groups (https://openmdao.org/newdocs/versions/latest/features/core_features/working_with_groups/parallel_group.html) and I am wondering if this option could help me to make a gradient-free optimizer able to run in parallel the computations of the function that it has to study.

Do you know if I can create 2 or 3 instances of the function that I am trying to optimize, and in that way make OpenMDAO able to run the instances of the function with differents chosen inputs, in order to find the optimal results with less time that if it had to work with only one function instance ?

I saw that this thread was closer to what I am trying to do: parallelize openmdao optimization with different initial guesses I think it could have brought me some answers, but it appears that the link proposed as an answer is not available anymore.

Many thanks in advance for your help

Answer 1

to start, You'll need to install MPI, MPI4py, PETSc, and PETSc4py. These can be installed without too much effort on linux. They are a little harder on OSx, and VERY hard on windows.

You can use parallel groups to run multiple components in parallel. Whether or not you can make use of that for a gradient free method though is a trickier question. Unfortunately, as of V3.17, none of the current gradient free drivers are set up to work that way.

You could very probably make it work, but it will require some development on your part. You'll need to find a way to map the "generation data" (using that GA term as a generic reference to the set of parallel cases you can run at once for a gradient free method). That will almost certainly involve setting up a for loop outside the normal OpenMDAO run method.

You would set up the model with n instances in parallel where n is equal to the size of a generation. Then write your own code around a call to run_model that would map the gradient free data down into that model to run the cases all at once.

I am essentially proposing that you forgo the driver API and write your own execution code around OpenMDAO. This modeling approach was prototyped in the 2020 Reverse Hackathon, where we discussed how the driver API is not strictly necessary.