Problem with parallel run of Pattern Search (Global Optimization)
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Hi All, I have a problem with running pattern search, using 4 available cpu cores. I change the 'UseParallel' default to 'on' with psoptimset, but it only uses 1 cpu core. matlabpool size returns 4 (so I am connected to 4 cpu cores.) If I use fmincon, with 'UseParallel' --> 'on' it uses 4 cpus, but it does not work with pattern search. Any Idea?
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Answers (1)
Konrad Malkowski
on 18 Apr 2011
Hi Sina, Have you taken a look at the following:
There are certain conditions that have to be met for patternsearch to take advantage of Parallel Computing Toolbox. It is hard to guess from your brief description.
cheers
Konrad
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Konrad Malkowski
on 20 Apr 2011
Hi Sina,
This looks like a case where the overhead of parallel computation (i.e., communication, synchronization, etc) outweigh the performance benefits of running in parallel. Try a problem that requires a much longer execution time per iteration of the objective function.
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