MATLAB: Fminbnd in parallel: no gain

matlabpool fminbnd

I want to minimize a function using fminbnd on a 32-core Linux machine (running Ubuntu 13.10+matlab2013a). I do the following:
>>matlabpool
Starting matlabpool using the 'local' profile ...
connected to 12 workers
>>optim_fminbnd=optimset('fminbnd');
>>tic
>>disp('With parallelization:')
With parallelization:
>> fminbnd(@localstrul_valuespectral,0,359,optimset(optim_fminbnd,'UseParallel','a
lways'))
ans =
    221.8743
>>toc
Elapsed time is 7.124580 seconds.
>>tic
>>disp('Without parallelization:')
Without parallelization:
>>fminbnd(@localstrul_valuespectral,0,359,optimset(optim_fminbnd,'UseParallel','ne
ver'))
ans =
    221.8743
>>toc
Elapsed time is 7.785863 seconds
that is to say there is no gain in speed (sometimes the non-parallel version is marginally faster). Do I set the parameters wrong?

Best Answer

fminbnd is a serial algorithm. There is no gain possible using parallel processing. In fact, look at the options for fminbnd, and you see that fminbnd does not use the UseParallel option.
Alan Weiss
MATLAB mathematical toolbox documentation
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