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How can I use GlobalSearch with Parallelization?

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Chang seok Ma
Chang seok Ma 2021 年 5 月 17 日
回答済み: Alvaro 2023 年 1 月 19 日
Hello, I am trying the code below which uses 'parfor' and 'globalsearch' at the same time.
But I got an warning message saying 'The function RUN might make an invalid workspace access inside PARFOR loop'
I am not sure what this means. But when I run the code ignoring such message, something is running but I am a bit worried that this would give me wrong results.
So I was wondering whether this warning is something that I can just ignore or I should not use PARFOR and GLOBALSEARCH(especailly RUN) at the same time.
Thanks in advance.
parfor i_a = 1:Na %Loop over state variable a
for i_d = 1:Nd %Loop over state variable d
for i_y = 1:Ny %Loop over state variable y
for i_t = 1:Nt %Loop over state variable y
noadjamount = (1-delta)*D(i_d);
if noadjamount < D(1)
noadjamount = D(1);
end
problem1 = createOptimProblem('fmincon',...
'objective',@(x)-adjvalue_model1(x,i_a,i_d,i_y,i_t,Utility,A,D,Y,T,R,delta,fixed,Interpol_1,Na,Nd),...
'x0',[x0(i_a,i_d,i_y,i_t); x1(i_a,i_d,i_y,i_t)],'options',...
optimoptions(@fmincon,'Algorithm','sqp','Display','off'));
gs1 = GlobalSearch('Display','off');
rng(14,'twister') % for reproducibility
[adj_sol, adjval] = run(gs1,problem1);
problem2 = createOptimProblem('fmincon',...
'objective',@(x)-noadjvalue_model1(x,i_a,i_d,i_y,i_t,Utility,A,D,Y,T,R,delta,fixed,Interpol_1,Na,Nd),...
'x0',x2(i_a,i_d,i_y,i_t),'options',...
optimoptions(@fmincon,'Algorithm','sqp','Display','off'));
gs2 = GlobalSearch('Display','off');
rng(14,'twister') % for reproducibility
[noadj_sol, noadjval] = run(gs2,problem2);
[Vnew(i_a,i_d,i_y,i_t), ind] = max([-adjval, -noadjval],[],2);
% Store values needed(Policy function, Value, Adjust or not)
pol_ap(i_a,i_d,i_y,i_t) = (ind == 1).* adj_sol(1) + (ind == 2).*noadj_sol;
pol_dp(i_a,i_d,i_y,i_t) = (ind == 1).* adj_sol(2) + (ind == 2).*noadjamount;
indadj(i_a,i_d,i_y,i_t) = (ind == 1).*1;
indnadj(i_a,i_d,i_y,i_t) = (ind == 2).*1;
x0(i_a,i_d,i_y,i_t) = adj_sol(1);
x1(i_a,i_d,i_y,i_t) = adj_sol(2);
x2(i_a,i_d,i_y,i_t) = noadj_sol;
end
end
end
end

回答 (1 件)

Alvaro
Alvaro 2023 年 1 月 19 日
Try moving that call of run to its own function.

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