Cross-Entropy Optimization using Xgrid

Xgrid provides a simple interface and architecture for distributed computing. In this paper we discuss the use of Xgrid on an undergraduate teaching network consisting of 162 eMacs situated in a number of computing labs. We give an overview of the setup and the results of a test of the grid for calculating π. We then introduce Cross- Entropy optimization, a recently developed method that is amenable to parallel implementation. Optimization results and performance are given for varying numbers of grid nodes, demonstrating the successful scalability of parallel computing on the Xgrid.