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Function counts using parallel Fmincon

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H H
H H on 31 Aug 2017
Commented: Walter Roberson on 31 Aug 2017
Hello all,
I would like to use parallel fmincon. The function receivea an input vector X, generates a file name say Filei.txt (i.e. File1.txt, File2.txt, File3.txt,... at each iteration), runs a external program for the file, and will produce an out put y.
function y= f(X)
% (1) 'count' is the function call number
% (2) genera a file using X and count
name=strcat( 'File.' ,num2str(count),'.txt');
% run an external program say C.exe which takes name as its input and return y
% return y
I would like to use the parallel Fmincon to minimize this function. However, I know that I can not use persisten with parallel fmincon to generate the variable 'count'. Could you please suggest what should I do in this case?

Answers (1)

Walter Roberson
Walter Roberson on 31 Aug 2017
Edited: Walter Roberson on 31 Aug 2017
Each worker has its own copy of the persistent variable. So use the local persistent variable together with the worker number to construct the file name. For example
t = getCurrentTask(); worker_number = t.ID;
name = sprintf('File.%d_%06d.txt', worker_number, count);
Question: is it important that the file names be sequential? Or do they just have to be different ? If they just have to be different, then use tempname()
  2 Comments
Walter Roberson
Walter Roberson on 31 Aug 2017
You can use persistent in something called by parfor.
N = 123;
T = zeros(1,N);
parfor K = 1 : N; T(K) = tryper(); end
T
length(unique(T))
function c = tryper
persistent count
if isempty(count); count = 0; end
count = count + 1;
t = getCurrentTask(); worker_number = t.ID;
c = worker_number * 10000 + count;
end

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