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Speeding Up Optimization Problems with Parallel Computing

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Speeding Up Optimization Problems with Parallel Computing


Stuart Kozola (view profile)


Files from the webinar: Speeding up optimization problems with parallel computing

Editor's Notes:

This file was selected as MATLAB Central Pick of the Week

%% User-Defined Parallel Optimization Problem
% The goal of this problem is to
% design a suspension system that minimizes the discomfort the driver would
% experience when traveling over a bump in the road. At the same time, we
% must account for uncertainty in the mass of the driver, passengers, and
% trunk loadings. We can modify the four parameters that define the front
% and rear suspension system stiffness and damping rate: kf, kr, cf, cr.
% The masses of the driver, passengers, and trunk loadings are uncertain
% and have a normal distribution assigned to them.

% Copyright 2010 The MathWorks, Inc.
% A Monte-Carlo simulation is performed to capture the different vehicle
% loadings. The model outputs are angular acceleration about the center of
% gravity (thetadotdot) and vertical acceleration (zdotdot).
% The objective function, |myCostFcnRR|, contains a Monte-Carlo simulation
% used to evaluate the mean and standard deviation of acceleration that the
% passengers would experience. The goal is to minimize the mean
% and standard deviations.
% <<figure8.png>>
% In a Monte-Carlo simulation, each run is independent and therefore can
% benefit from parallel computation. To convert the problem from serial to
% parallel, we simply replace the for loop construct with the parfor
% (parallel for loop) construct. The objective statements inside
% the parfor loop can then run in parallel, speeding up the objective
% function evaluation time.
type myCostFcnRR
%% Run in Serial
nRuns = 20; % number of Monte-Carlo points (small number to show how)
x = rrDesignParallel(nRuns); %#ok<NASGU>
disp('Elapsed time is 68.696113 seconds.')

%% Run Objective in Parallel
files = dir;
files = {files(3:end).name};
x = rrDesignParallel(nRuns);
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