If you use the Vectorize option, you can have GA pass the entire population to your objective function in each iteration. Within your objective function, you can then implement your own parallel splitting of the computation using Parallel Computing Toolbox functions.
For example, you can evaluate different population chunks in parallel in an SPMD...END block and use the labindex() command to create a worker-dependent name for your files,
spmd
...
filename=[filename numstr(labindex)];
end
