MINUIT package parallelization and applications using the RooFit package

Abstract

The fitting procedures are based on numerical minimization of functions. The MINUIT package is the most common package used for such procedures in High Energy Physics community. The main algorithm in this package, MIGRAD, searches the minimum of a function using the gradient information. For each minimization iteration, MIGRAD requires the calculation of the derivative for each free parameter of the function to be minimized. Minimization is required for data analysis problems based on the maximum likelihood technique. The calculation of complex likelihood functions, with several free parameters, many independent variables and large data samples, can be very CPU-time consuming. Then, the minimization process requires the calculation of the likelihood functions several times for each minimization iteration. In this paper we will show how MIGRAD algorithm and the likelihood function calculation can be easily parallelized using Message Passing Interface techniques. We will present the speed-up improvements obtained in typical physics applications such as complex maximum likelihood fits using the RooFit package. © 2010 IOP Publishing Ltd.