Parallel computing seems to do nothing in fmincon and patternsearch

Hello,

I am using both fmincon and patternsearch algorithms. Note that, with regard to fmincon, I have no analytical gradient (therefore, I should use

parallelisation in this case). However, I do not understand why parallelization does not take place. How can I say this? There are 2 evidences: First, I see no reduction in computing time and second I hear no LOUDER voice in my pc (always when I use parfor I hear a lot of noise). I attach here the part of my code which is about applying parallelisation :

options=optimoptions('patternsearch',UseParallel,'true','Display','iter','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M));
patternsearch(cost,par0,[],[],[],[],lb,ub,[],options)
options=optimoptions('fmincon',UseParallel,'on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
fmincon(cost,par0,[],[],[],[],lb,ub,[],options);

Also, I see something wierd. It apears to me that matlab completely ignores UseParallel,'true'. And when I try something wrong like UseParallel,'hahahahaha' it does not throw any error message :-) (so, it seems it is not active at all).

Any idea?

Thanks in advance,

Babak

Answer 1

[Walter Roberson]

You have posted

options=optimoptions('fmincon',UseParallel,'on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);

but you would need

options=optimoptions('fmincon','UseParallel','on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);

Note that parallel computing is only used in gradient estimation. If you have a low number of variables, that might not make much difference to your execution time.

[Mohammad Shojaei Arani]

Thanks Walter,

Unfortunately, this also did not work. I have many parameters and no analytical gradient. But, I have no idea why parallel computation is in 'idle' mode. And, when I try different combinations {'UseParallel','on'}, {'UseParallel',on},{UseParallel,'on'},{'UseParallel','true'},{'UseParallel',true}, ...

matlab does not even throw an error message. Nothing works and I have no idea!!!

[Raymond Norris]

I'm surprised to hear MATLAB doesn't throw an error. I tried two of your examples and they both threw errors

>> options=optimoptions('fmincon',UseParallel,'on','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
Unrecognized function or variable 'UseParallel'.

>> options=optimoptions('fmincon',{'UseParallel','on'},'OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
Error using optimoptions (line 108)
Invalid option name specified. Provide a character vector or scalar string (such as 'Display').
A list of options can be found on the FMINCON documentation page.