patternsearch optimization with parallel computing and multistart

Is there a way to use parallel computing and multistart with patternsearch for Optimization? I did it with fmincon in the past by setting a problem using createOptimproblem. Can I do something similar for patternsearch and if yes, then how? Thanks

Answer 1

[Alan Weiss]

See the documentation examples Parallel MultiStart and Optimize an ODE In Parallel.

Or just look at the Parallel Computing section of the documentation.

Alan Weiss

MATLAB mathematical toolbox documentation

[Sajitha Nair]

Thanks a lot for the response. I am aware of the information provided on the page "Parallel Multistart". However, it suggests to use createOptimProblem function to create the problem structure which works fine when one wants to use any of these: fmincon/ fminunc/ lsqcurvefit but does not work for patternsearch. Also, I found the following:

For MultiStart the choices are:

• 'fmincon'
• 'fminunc'
• 'lsqcurvefit'
• 'lsqnonlin'

Link for the above information: https://se.mathworks.com/help/gads/create-a-problem-structure.html

Does that mean for multistart, patternsearch is not an option? Hope to hear from you soon. Thanks

[Alan Weiss]

That is correct, MultiStart does not support patternsearch as a local optimizer. Sorry that I misunderstood your first question.

Alan Weiss

MATLAB mathematical toolbox documentation