I am wondering if anyone out there has a clue how to call
gsl_multimin_fminimizer while the function evaluated iteratively has
both parallel and serial part. The problem I have now is that I don't
know where I should call MPI_init(). I know MPI_init() can only be
called once, so it got be in the function that calls
gsl_multimin_fminimizer to avoid multiple callings, but the parallel
starts once MPI_init() is called, which means there will be multiple
processors that run gsl_multimin_fminimizer_iterate, but I only
want parallel to start in the function that gsl_multimin_fminimizer
evaluates, the part with gsl_multimin_fminimizer_iterate should be serial.
I hope I made you understand my question. Appreciate for any help!