Multithreaded calls to the objective function of scipy.optimize.leastsq

Question

I\'m using scipy.optimize.leastsq in conjunction with a simulator. leastsq calls a user-defined objective function and passes an input vector to it

Answer 1

NumPy/SciPy's functions are usually optimized for multithreading. Did you look at your CPU utilization to confirm that only one core is being used while the simulation is being ran? Otherwise you have nothing to gain from running multiple instances.

If it is, in fact, single threaded, then your best option is to employ the multiprocessing module. It runs several instances of the Python interpreter so you can make several simultaneous calls to SciPy.