MATLAB: GlobalSearch inside parfor loop

Question

Hi everyone,

I would like to loop in parallel over a parameter of a numerical optimization problem that I'm solving via GlobalSearch. However, when I try to implement a simple parfor loop, I get the following error message:

"The function RUN might make an invalid workspace access inside the PARFOR loop."

Is there a simple workaround for this?

Thanks.

Answer 1

Take everything inside the parfor loop and refactor it to a local or separate file function. Parfor loops should be as simple as possible:

parfor ii = 1:10
    r(ii) = runGS(parameter(ii))
end

And

function r = runGS(param)
    % Call global search etc.
end