How To Do Parallel Python Gekko?

Sometimes my Python Gekko application is solved better with one solver over another. It is difficult to predict which solver will perform best. Because Python Gekko supports local

Solution 1:

You can solve on any number of servers simultaneously with a multi-threaded application. Here is a parallel version of your serial application using a queue although it doesn't stop the other threads when the first completes. Even though the other threads are not stopped, you could include a MAX_TIME value so that the threads are forced to complete within a specified number of seconds. This approach does allow you to continue the main program while letting the other threads die when they complete or reach the max time limit.

from gekko import GEKKO
import queue, threading

defsolve(rq, solver, server):
    #print('Solver ' + str(solver) + ' Server: ' + str(server) + '\n')if server=='localhost':
        m = GEKKO(remote=False)
    else:
        m = GEKKO(server=server)
    x = m.Var(); y = m.Var()
    m.Equation(x**2+y**2==1)
    m.Maximize(x+y)
    m.options.SOLVER = solver
    m.options.MAX_TIME = 2
    m.solve(disp=False)
    m.cleanup()
    rq.put(('solver',solver,'server',server))

# Select servers and solvers (1=APOPT, 2=BPOPT, 3=IPOPT, etc)
APOPT = 1; BPOPT = 2; IPOPT = 3
jobs = {'https://byu.apmonitor.com':APOPT,\
        'localhost':APOPT,\
        'https://byu.apmonitor.com':IPOPT,\
        'https://apmonitor.com':IPOPT}

# Run jobs, get only first result
q = queue.Queue()
threads = [threading.Thread(target=solve, args=(q, solver, server)) \
           for server, solver in jobs.items()]
for th in threads:
    th.daemon = True
    th.start()
first = q.get(); print(first)

If you would also like to get the second or more results then you can add another line with more q.get() calls.

second = q.get(); print(second)