Can MultiStart be vectorized ?
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mahmoud tarek
on 21 Dec 2019
Answered: mahmoud tarek
on 22 Dec 2019
Can MultiStart be modified to be vectorized like GeneticAlgorithm?
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Walter Roberson
on 21 Dec 2019
No, but you can add the 'UseParallel', true option, which it will pass on the the solver. Some solvers can make use of that; for example, fmincon can do the finite differencing in parallel (but not much else)
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Walter Roberson
on 22 Dec 2019
The running of the solvers is done by constructing a number of starting points, and then calling fmultistart() passing in the problem description and cell arrays of starting points.
Unfortunately, fmultistart is toolbox/globaloptim/globaloptim/private/fmultistart.p -- that is, code is not available for it, so it cannot be modified.
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