Hi,
I am trying to use fmincon and (Matlab's) parallel computing toolbox to compute the mode.
I set mode_compute = 1 (to use fmincon) and optim = ('UseParallel','always') (to set fmincon's option) in the options of dynare's estimation command, but Matlab returns an error.
Is it possible to run fmincon in the parallel mode in dynare?
Thanks,
Takeki
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fmincon and parallel computing toolbox in dynare
by takeki » Thu Jan 31, 2013 8:52 am
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Re: fmincon and parallel computing toolbox in dynare
by SébastienVillemot » Wed Feb 13, 2013 11:30 am
We don't have MATLAB's parallel toolbox, so we can't answer your question. This is basically untested.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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Re: fmincon and parallel computing toolbox in dynare
by takeki » Tue Feb 19, 2013 2:33 pm
Thank you for the reply. I found that the use of global variables conflicts with the parallel computing toolbox.
I want to try to compute parameter values at the mode by myself, and feed them back into dynare in some way.
I want to try to compute parameter values at the mode by myself, and feed them back into dynare in some way.
- takeki
- Posts: 2
- Joined: Sat Oct 08, 2005 12:36 pm
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