I have a system that accepts a vector and returns a function value. The goal is to change the elements of the vector such that the function value is minimized using a derivative-free solver, eg. using NOMAD. The structure of the problem allows to pass
n vectors to the function at once and receive
n function values in return within about the same computation time.
The solvers, which I have found so far, will only pass 1 vector to the function at a time and wait for the function value to be returned.
Is there a solver, which allows "parallel processing" on a single-cpu? Any idea is appreciated.