Does parfor inside lsqnonlin with UseParallel=True work properly?

Hello,

I'm solving a system of 150 nonlinear equations using lsqnonlin. The system is an outcome of a bulky (parallelized) optimization, which involves large vectors. (Large = 1 mil. elements) I'm wondering if my parfor loops in the optimization work properly with -UseParallel- enabled lsqnonlin.

I know parfor cannot be nested in another parallel structure. According to the lsqnonlin documentation, -UseParallel- governs the gradient calculation, and turning it on does not mean the solver plays with multiple guesses simultaneously, as multistart does. I guess then my parfor should work well, but not sure. I can play with a toy code of course, but I want to get a clear-cut answer.

Thanks!

Answer 1

[Walter Roberson]

With that option the function will be invoked with different parameters in order to estimate the gradient. I would expect that for N parameters either N or N+1 function calls would be made within a parfor or similar. If the function uses parfor then the function's parfor will be done in serial.

[Sunham Kim]

I see. That's how it parallelly estimate the gradient. Thank you!

Answer 2

[Bruno Luong]

If your function use parfor internally then you should NOT set UseParallel to true.

[Sunham Kim]

That was my gut feeling. Thanks!