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Framework for optimization under uncertainty based on MPI

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mpi-sppy

Optimization under uncertainty for Pyomo models.

MPI

A recent version of MPI and a compatible version of mpi4py are needed.

Here are two methods that seem to work well for installation.

  1. Install OpenMPI and mpi4py using conda.
    • conda install openmpi; conda install mpi4py (in that order)
  2. If you already have an existing version of MPI, it may be better compile mpi4py against it. This can be done by installing mpi4py though pip.
    • pip install mpi4py

To test your installation, cd to the directory where you installed mpi-sppy (it is called mpi-sppy) and then give this command.

mpirun -n 2 python -m mpi4py mpi_one_sided_test.py

If you don't see any error messages, you might have an MPI installation that will work well.

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