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Thread Subject:
Parfor + Optimisation tools + Parallel option

Subject: Parfor + Optimisation tools + Parallel option

From: Saad

Date: 5 Sep, 2011 08:21:10

Message: 1 of 3

Dear all,

I hope you are well. I am using PARFOR at the moment and in my main function I am doing an optimisation using fminunc. Even though I sliced the variables to ensure that everything is parallel, unfortunately I am not getting the speed that I was aiming for. I was reading the MATLAB help http://www.mathworks.co.uk/help/toolbox/optim/ug/briutum.html
 and I suspect that the reason is because I am not distributing the optimisation over the processors ( I am working on a quad core). I am not sure how this should be done? I read about "UseParallel option" but I didnt understand how it should be used to speed up the computation? In the help file, it says that it can be used for fmincon but nothing is mentioned about fminsearch or fminunc. I would appreciate if you could clarify this point. Thanks a lot for your guidance on this.

Kind Regards

S

Subject: Parfor + Optimisation tools + Parallel option

From: Marc Edvall

Date: 6 Sep, 2011 01:20:31

Message: 2 of 3

Hi Saad,

You might want to try some of the TOMLAB solvers and check the speed-up from that. You can also use the modeling engine tomSym and generate 1st and 2nd order derivatives.

Best wishes, Marc
http://tomopt.com/
http://tomsym.com/

Subject: Parfor + Optimisation tools + Parallel option

From: Saad

Date: 6 Sep, 2011 12:04:10

Message: 3 of 3

"Marc Edvall" <marcus_mc_edvall@yahoo.com> wrote in message <j43sgu$ium$1@newscl01ah.mathworks.com>...
> Hi Saad,
>
> You might want to try some of the TOMLAB solvers and check the speed-up from that. You can also use the modeling engine tomSym and generate 1st and 2nd order derivatives.
>
> Best wishes, Marc
> http://tomopt.com/
> http://tomsym.com/

Hi Marc,

Thanks for the advice. I am thinking of using TOMLAB LGO for global optimization. What do you think? My aim is to minimze a function with 27 parameters ( it is non constrained optimization). This function returns a scalar as output. When I use fminunc, it takes lot of time to finish the optimization and I am looking for a faster way to do this operation. Through the university I have got access to lot of toolboxes but I am not sure about TOMLAB (I will use the free trial for the moment). D you think LGO would be a good toolbox to use for my ojective function? Thanks a lot

Kind Regards

S

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