Mathematics and Optimization
Use parallel computing to accelerate solving linear algebra and optimization problems, including solving linear system, linear, quadratic, conic, integer, and nonlinear optimization problems, and searching for global solutions to problems that contain multiple maxima or minima.
Topics
Linear Algebra
- Accelerate Solving Linear Equations Using GPU
This example shows how to speed up solving systems of linear equations using a GPU. - Work with Sparse Arrays on a GPU
Learn about the conditions for working with sparse arrays on a GPU. - Use Distributed Arrays to Solve Systems of Linear Equations with Direct Methods
This example shows how to solve a system of linear equations of the form in parallel with a direct method using distributed arrays. - Use Distributed Arrays to Solve Systems of Linear Equations with Iterative Methods
For large-scale mathematical computations, iterative methods can be more efficient than direct methods.
Optimization
- What Is Parallel Computing in Optimization Toolbox? (Optimization Toolbox)
Use multiple processors for optimization. - Using Parallel Computing in Optimization Toolbox (Optimization Toolbox)
Perform gradient estimation in parallel. - Improving Performance with Parallel Computing (Optimization Toolbox)
Investigate factors for speeding optimizations.
Global Optimization
- How Solvers Compute in Parallel (Global Optimization Toolbox)
Learn how solvers distribute work for parallel computing. - How to Use Parallel Processing in Global Optimization Toolbox (Global Optimization Toolbox)
Direct a solver or hybrid function to use multiple processes. - Optimize ODEs in Parallel (Global Optimization Toolbox)
Save time by calling an expensive subroutine just once and computing an ODE solution in parallel usingpatternsearchorga.
Related Information
- Functions with Automatic Parallel
Support (Optimization Toolbox)
- Functions with Automatic Parallel
Support (Global Optimization Toolbox)
Featured Examples
Solve Differential Equation Using Multigrid Preconditioner on Distributed Discretization
Solve Poisson's equation using a preconditioned iterative solver and distributed arrays. By using distributed arrays, you can scale up the calculation using the memory of a cluster of machines, not just the memory of a single machine. You can scale up without changing your code.
Optimize Simulink Model in Parallel
Optimize a Simulink® model in parallel using several Global Optimization Toolbox solvers.
Minimizing an Expensive Optimization Problem Using Parallel Computing Toolbox
Explore the effectiveness of parallel computing using two solvers:
fmincon and ga.
Monitor During Parallel Optimizations with parfor
Run multiple optimization problems in parallel using parfor, while monitoring
solver progress in real time on the client using a
DataQueue.
Objective and Constraints Having a Common Function in Serial or Parallel, Problem-Based
Save time when the objective and nonlinear constraint functions share common computations in the problem-based approach.
