UseParallel feature of fmincon

[trdl]

Hello,

Using dynare 4.4.3 and matlab 2016b, I'm trying to use the "UseParallel" feature of fmincon in order to estimate a SW-type of DSGE with mode_compute = 1. Unfortunately the estimation stops after 1 iteration (whatever the model/ the initial point).

I found on the internet that the issue might be linked to the use of global variables (post of Sep 3 2015 here https://github.com/DynareTeam/dynare/issues/1051). Did you manage to circumvent the issue? Did someone test the "UseParallel" feature of fmincon?

Thanks in advance,

Kind regards,

Thomas

[jpfeifer]

Please try the unstable version of Dynare and report back.

[trdl]

Thanks for your quick reply.

Testing with the unstable version "master-2017-03-07-7341ca4", I encounter the following error (log file and mod file are in attachments) when using the 'UseParallel' feature of fmincon:

Error using dsge_likelihood (line 326)
Reference to non-existent field 'vobs'.

Without the parallel feature, the estimation works fine with the unstable version.

Regards,

Thomas

[jpfeifer]

We are investigating the issue: https://github.com/DynareTeam/dynare/issues/1400