Regarding Maximum number of Workers for parallel computing

I am using fmincon and GA optimization tool for my optimization problem. I have a cluster virtual machine having 64 GB RAM and 64 cores. I want to know how many workers should I use to minimize the time of optimization?

[Walter Roberson]

Are you using the Parallel option for your ga() call? Is your fmincon using parfor? What kind of computation is involved at each of the levels?

[Walter Roberson]

https://www.mathworks.com/matlabcentral/answers/332183-useparallel-option-with-fmincon

Parallel for fmincon is parallel estimates of gradient. How many variables are you optimizing over? What kind of calculations are you using in your objective function?

How prone to local minima is your objective function? fmincon is not very good at doing global minimization.

[gaurav kataria]

I just want to know how many workers should I use to get minimum time for the optimization. Should I use maximum 64 workers or fewer workers? I am having 3 variables and I am minimizing a sum of square.

Answer 1

[Walter Roberson]

For three variables and just minimizing sum of squares, you should not use parallel for fmincon. The overhead of parallel would slow you down a lot.

For simple sum of squares you should probably be using a routine such as linear least squares, not fmincon.