Lectures on optimization

2016_2 material

  • https://se.mathworks.com/help/optim/ug/lsqcurvefit.html#buuhcjo-options 'use parallel'

    https://se.mathworks.com/help/optim/ug/parallel-computing-in-optimization-toolbox-functions.html
    What Is Parallel Computing in Optimization Toolbox?

    https://se.mathworks.com/help/optim/ug/minimizing-an-expensive-optimization-problem-using-parallel-computing-toolbox.html

    Minimizing Using Parallel fmincon

    To minimize our expensive optimization problem using the parallel fmincon function, we need to explicitly indicate that our objective and constraint functions can be evaluated in parallel and that we want fmincon to use its parallel functionality wherever possible. Currently, finite differencing can be done in parallel. We are interested in measuring the time taken by fmincon so that we can compare it to the serial fmincon run.

    options = optimoptions(options,'UseParallel',true);
    startTime = tic;
    xsol = fmincon(@expensive_objfun,startPoint,[],[],[],[],[],[],...
    @expensive_confun,options);
    time_fmincon_parallel = toc(startTime);
    fprintf('Parallel FMINCON optimization takes %g seconds.\n',time_fmincon_parallel);
    

    Matlab Parallel Server

    https://se.mathworks.com/products/distriben.html ASK!!!

    Google : matlab parallel comp toolbox