MATLAB: Parallel computing of optimization problem

Question

Hi all,

I am trying to parallelize my optimization code. Below is my original code

   options=optimset('TolX',1e-8,'TolFun',1e-8);  
   [x,resnorm,residual,exitflag] = lsqnonlin(@objfun,x0,[],[],options);

To implement parallel computing, I rewrite it into

   matlabpool open 2
   options=optimset('TolX',1e-8,'TolFun',1e-8,'UseParallel', 'always');  
   [x,resnorm,residual,exitflag] = lsqnonlin(@objfun,x0,[],[],options);
   matlabpool close

After running matlab, I saw the following in the command window:

   Starting matlabpool using the 'local' profile ... connected to 2 labs.

I have tested np=2, 8, 12, but the time cost does not change with the number of processors. So is there anything I missed in my code? Thanks.

Answer 1

Explanation here: http://www.mathworks.co.uk/matlabcentral/answers/105573-about-parallel-computing-toolbox#comment_179397

The below may assist in understanding or in improving performance

http://www.mathworks.co.uk/matlabcentral/answers/83207-overhead-when-using-optimization-parfor-loops-or-useparallel-always-for-fmincon

http://www.mathworks.co.uk/matlabcentral/answers/41427-parfor-loop-how-to-calculate-its-transmission-limit

http://www.mathworks.co.uk/matlabcentral/answers/55381-can-t-get-speed-up#answer_67259

http://www.mathworks.co.uk/matlabcentral/answers/75629-why-code-using-parallel-processing-has-longer-running-time-than-the-other