patternsearch 'UseParallel' does not work

Chamna Yoon

2015 8 11

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12 次查看（30 天）

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Hi All,

The patternsearch works fine in serial run as following.

options = psoptimset('Display','iter','MaxFunEvals',1000); A =[]; b = []; Aeq = []; beq = []; LB = 0.95*x0; UB = 1.05*x0;

xx = patternsearch(@smm,x0,A,b,Aeq,beq,LB,UB,options);

However, if I set 'UseParallel' = true and 'CompletePoll' = 'on' using multi-cores, Matlab finds an error in objective function smm.m

"Starting parallel pool (parpool) using the 'local' profile ... connected to 6 workers. Error using tauchen (line 33) In an assignment A(I) = B, the number of elements in B and I must be the same. Error in smm (line 35) [log_y,g_tran] = tauchen(num_y,mu,rho,sigma,m); "

There is no coding error in tauchen.m and it works well in serial run. Is there anything that I need to fix to run in parallel?

Best, Chamna