Parallel Optimization with multistart and fmincon

2 次查看（过去 30 天）
KELVYN BARUC
KELVYN BARUC 2012-4-7
Hello,
I am running an optimization program with fmincon and multistart. I have 4 workers but I don't know which option is better.
  1. Multistart in parallel always and fmincon with parallel always.
  2. Multistart in parallel always and fmincon with parallel never.
Thanks in advance!

请先登录，再回答此问题。

回答（3 个）

Alan Weiss
Alan Weiss 2012-4-16
parfor has the limitation that inner parfor loops are not run in parallel, only the outermost parfor loop is run in parallel. The situation you ask about is documented in http://www.mathworks.com/help/toolbox/gads/bsc7xh9-1.html#bsc7x1l
The short answer is your option 1 is likely to be slightly faster, but in any case both options run pretty much the same, with just MultiStart running in parallel.
Alan
Sargondjani
Sargondjani 2012-4-7
just try?? this is likely to be very problem dependent...
Paul Kerr-Delworth
Paul Kerr-Delworth 2012-4-12
Hi Kelvyn,
There are some guidelines in the Optimization Toolbox documentation on parallel computing with the Optimization Toolboxes. See the following link for more information
http://www.mathworks.com/help/toolbox/optim/ug/briutum.html
Hope this helps!
Best regards,
Paul

类别

在 Help Center 和 File Exchange 中查找有关 Global or Multiple Starting Point Search 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by