Function counts using parallel Fmincon

Hello all,

I would like to use parallel fmincon. The function receivea an input vector X, generates a file name say Filei.txt (i.e. File1.txt, File2.txt, File3.txt,... at each iteration), runs a external program for the file, and will produce an out put y.

function y= f(X)
 % (1) 'count' is the function call number
 % (2) genera a file using X and count 
  name=strcat( 'File.' ,num2str(count),'.txt');
 % run an external program say C.exe which takes name as its input and return y
 % return y

I would like to use the parallel Fmincon to minimize this function. However, I know that I can not use persisten with parallel fmincon to generate the variable 'count'. Could you please suggest what should I do in this case?

Answer 1

[Walter Roberson]

Each worker has its own copy of the persistent variable. So use the local persistent variable together with the worker number to construct the file name. For example

t = getCurrentTask(); worker_number = t.ID;
name = sprintf('File.%d_%06d.txt', worker_number, count);

Question: is it important that the file names be sequential? Or do they just have to be different ? If they just have to be different, then use tempname()

[H R]

Thank you Walter. The issue with worker_number ID is that it creates similar file names after each iteration as I think the t.ID would stay the same i.e. the files would be overwritten.

I would prefer the names to be sequential, as I just wanted to keep track of the files. In other words, I would like to know that which text file is generated at each iteration.

I have been thinking to use the current clock time as the name. Is there any way that the clock time includes a fraction of the second too? My fear is that some function calls would be at the same time.

Also, Could you please let me know how to use persistent as it cannot be used inside the function when I use the parallel fmincon (i.e. would persistent for a specific worker remains persistent throughout the parfor evaluations?)

[Walter Roberson]

You can use persistent in something called by parfor.

N = 123;
T = zeros(1,N);
parfor K = 1 : N; T(K) = tryper(); end
T
length(unique(T))

function c = tryper
    persistent count
    if isempty(count); count = 0; end
    count = count + 1;
    t = getCurrentTask(); worker_number = t.ID;
    c = worker_number * 10000 + count;
end