Can I use parfor and CVX togther

Hi, I tried to use CVX toolbox inside the parfor loop for solving my optimization problems with different parameters, and the structure of my code is

parfor index_time=1:times

invoke function { cvx_begin

optimization problem

cvx_end }

end

Unfortunately, I received a warning as follows,

Warning: A non-empty CVX problem already exists in this scope.

It is being overwritten.

In cvxprob (line 28)

In cvx_begin (line 41)

In SSR (line 11)

In parallel_function>make_general_channel/channel_general (line 923)

In remoteParallelFunction (line 46)

The above warning showed the optimizaiton problem was overwritten. However, a lot of people mentioned cvx can work with parfor on the internet. I am so confused.

Answer 1

[Edric Ellis]

I'm not familiar with the CVX toolbox. However, a lot of parfor problems can be remedied by pushing the body of the loop into a separate function, a bit like this:

parfor i = 1:N
    out(i) = doCvxStuff(i);
end
function out = doCvxStuff(i)
    % Something like whatever CVX needs...
    invoke function {  cvx_begin
                       optimization problem
                       cvx_end }
end

[Ge Shi]

Thanks, Eric, I did the way you recommended, and I still receive the warning above.