Can MultiStart be vectorized ?

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mahmoud tarek
mahmoud tarek 2019-12-21
回答： mahmoud tarek 2019-12-22
Can MultiStart be modified to be vectorized like GeneticAlgorithm?

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Walter Roberson
Walter Roberson 2019-12-21
No, but you can add the 'UseParallel', true option, which it will pass on the the solver. Some solvers can make use of that; for example, fmincon can do the finite differencing in parallel (but not much else)
https://www.mathworks.com/help/optim/examples/minimizing-an-expensive-optimization-problem-using-parallel-computing-toolbox.html
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mahmoud tarek
mahmoud tarek 2019-12-22
I wanted to know if there is any possible way to make multistart vectorized. A change in multistart code itself.is that possible?
Walter Roberson
Walter Roberson 2019-12-22
The running of the solvers is done by constructing a number of starting points, and then calling fmultistart() passing in the problem description and cell arrays of starting points.
Unfortunately, fmultistart is toolbox/globaloptim/globaloptim/private/fmultistart.p -- that is, code is not available for it, so it cannot be modified.

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mahmoud tarek
mahmoud tarek 2019-12-22
Thank you

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