elapsed time in parfor

I'm running a parameter optimisation routine, which involved running an ODE model (ode15s) with a range of parameters sampled from the parameter space. For some parameters the problem is stiff and takes very long time to integrate. So I'd like to ignore a combination of parameters if the solution takes too long.

Initially I tried to do this by declaring a global or persistent variable for the time in the function that the ODE solver is calling and break if it exceeds a max_time.

Example:

MAXTIME = 100; %Max time in seconds global elapsedtime

if isempty(elapsedtime) elapsedtime = tic; end

if toc(elapsedtime) > MAXTIME error('Stopped. Taking too long.') end

In parfor global variables cannot be used and I'm looking for another solution.

Can someone help?

Answer 1

[Edric Ellis]

You should be able to solve this problem simply by parameterising your function, a bit like this:

function dy = simWithTimeout(t, y, timer, maxtime)

if toc(timer) > maxtime
  error('Timeout!');
end
... calculate dy ...
end

And then invoking it like this:

timer = tic;
MAXTIME = 100;
[T, Y] = ode15s(@(t, y) simWithTimeout(t, y, timer, MAXTIME), ...);