Parallel computing seems to do nothing in fmincon and patternsearch

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Mohammad Shojaei Arani
评论： Raymond Norris 2022-8-25
Hello,
I am using both fmincon and patternsearch algorithms. Note that, with regard to fmincon, I have no analytical gradient (therefore, I should use
parallelisation in this case). However, I do not understand why parallelization does not take place. How can I say this? There are 2 evidences: First, I see no reduction in computing time and second I hear no LOUDER voice in my pc (always when I use parfor I hear a lot of noise). I attach here the part of my code which is about applying parallelisation :
options=optimoptions('patternsearch',UseParallel,'true','Display','iter','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M));
patternsearch(cost,par0,[],[],[],[],lb,ub,[],options)
options=optimoptions('fmincon',UseParallel,'on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
fmincon(cost,par0,[],[],[],[],lb,ub,[],options);
Also, I see something wierd. It apears to me that matlab completely ignores UseParallel,'true'. And when I try something wrong like UseParallel,'hahahahaha' it does not throw any error message :-) (so, it seems it is not active at all).
Any idea?
Thanks in advance,
Babak

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回答（1 个）

Walter Roberson
Walter Roberson 2022-8-25
You have posted
options=optimoptions('fmincon',UseParallel,'on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
but you would need
options=optimoptions('fmincon','UseParallel','on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
Note that parallel computing is only used in gradient estimation. If you have a low number of variables, that might not make much difference to your execution time.
  2 个评论
Mohammad Shojaei Arani
Mohammad Shojaei Arani 2022-8-25
Thanks Walter,
Unfortunately, this also did not work. I have many parameters and no analytical gradient. But, I have no idea why parallel computation is in 'idle' mode. And, when I try different combinations {'UseParallel','on'}, {'UseParallel',on},{UseParallel,'on'},{'UseParallel','true'},{'UseParallel',true}, ...
matlab does not even throw an error message. Nothing works and I have no idea!!!
Raymond Norris
Raymond Norris 2022-8-25
I'm surprised to hear MATLAB doesn't throw an error. I tried two of your examples and they both threw errors
>> options=optimoptions('fmincon',UseParallel,'on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
Unrecognized function or variable 'UseParallel'.
>> options=optimoptions('fmincon',{'UseParallel','on'},'OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
Error using optimoptions (line 108)
Invalid option name specified. Provide a character vector or scalar string (such as 'Display').
A list of options can be found on the FMINCON documentation page.

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