From 6152f912bb48200e61a3c97c05b2728e6e235b6f Mon Sep 17 00:00:00 2001
From: Zhenwen Dai <z.dai@sheffield.ac.uk>
Date: Mon, 7 Sep 2015 17:20:03 +0100
Subject: [PATCH] optimize util for mpi

---
 GPy/util/parallel.py | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

diff --git a/GPy/util/parallel.py b/GPy/util/parallel.py
index 880dae58..a2211945 100644
--- a/GPy/util/parallel.py
+++ b/GPy/util/parallel.py
@@ -39,3 +39,22 @@ def divide_data(datanum, rank, size):
         size = datanum/size
         offset = size*rank+residue
     return offset, offset+size, datanum_list
+
+def optimize_parallel(model, optimizer=None, messages=True, max_iters=1000, outpath='.', interval=100, name=None):
+    from math import ceil
+    from datetime import datetime
+    import os
+    if name is None: name = model.name
+    stop = 0
+    for iter in range(int(ceil(float(max_iters)/interval))):
+        model.optimize(optimizer=optimizer, messages= True if messages and model.mpi_comm.rank==model.mpi_root else False, max_iters=interval)
+        if model.mpi_comm.rank==model.mpi_root:
+            timenow = datetime.now()
+            timestr = timenow.strftime('%Y:%m:%d_%H:%M:%S')
+            model.save(os.path.join(outpath, name+'_'+timestr+'.h5'))
+            opt = model.optimization_runs[-1]
+            if opt.funct_eval<opt.max_f_eval:
+                stop = 1
+        stop = model.mpi_comm.bcast(stop, root=model.mpi_root)
+        if stop:
+            break