Products

CAMRADATA Models Dependencies for Quantitative Risk Assessment with MathWorks Tools

"In financial analysis, everything is changing very quickly, and it would be impossible to keep up using any other software tool. With MATLAB we are developing a new solution almost every week. I’ve tried other tools, and I firmly believe that MATLAB is the quickest way of getting to the answers." -  Martyn Dorey, CAMRADATA

 


Global Optimization Toolbox

Description

Solving Optimization Problems Using Parallel Computing

You can use Global Optimization Toolbox in conjunction with Parallel Computing Toolbox to solve problems that benefit from parallel computation. By using built-in parallel computing capabilities or defining a custom parallel computing implementation of your optimization problem, you decrease time to solution.

Built-in support for parallel computing accelerates the objective and constraint function evaluation in genetic algorithm, multiobjective genetic algorithm, and pattern search solvers. You can accelerate the multistart solver by distributing the multiple local solver calls across multiple MATLAB workers or by enabling the parallel gradient estimation in the local solvers.

 

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A custom parallel computing implementation involves explicitly defining the optimization problem to use parallel computing functionality. You can define either your objective function or constraint function to use parallel computing, letting you decrease the time required to evaluate the objective or constraint.