How do I reduce the running time when I call thousands of 'intlinprog' ?

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  • 'intlinprog' is used in a subfunction that is called many times, and the running time is too long. I want to get a faster running time, so what can i do?
  2 Comments
梦娇 何
梦娇 何 on 16 Jul 2022
Thanks, but I used 'parfor' in the main function, so this subfunction can't use 'parfor' (nesting is not allowed, right? ).

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Answers (1)

Bruno Luong
Bruno Luong on 15 Jul 2022
Edited: Bruno Luong on 15 Jul 2022
You can try to call multiple problems at once by
  • Concatenate f, intcon, b, beq, lb, yb, x0,
  • Make matrices A, Aeq block diagonal (possibly sparse format is better).
Not sure if it saves time or the solution is not degraded though.
  2 Comments
梦娇 何
梦娇 何 on 16 Jul 2022
Bruno Luong, i don't know how to concatenate f, intcon, b, beq, lb, yb and x0, and could you mind explaining specifically? thank you very much.

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