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patternsearch optimization with parallel computing and multistart

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Sajitha Nair
Sajitha Nair on 31 May 2020
Commented: Alan Weiss on 4 Jun 2020
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

Answers (1)

Alan Weiss
Alan Weiss on 1 Jun 2020
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
  2 Comments
Alan Weiss
Alan Weiss on 4 Jun 2020
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

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