Use parallel toolbox to invoke CVX

[GeGe (Ge Shi)]

Hi, I had a problem when I tried to use the parallel toolbox to invoke CVX for solving multiple realizations at the same time.
The structure of the codes is as follows,
parfor index_time=1:times
cvx_begin
optimization problem
cvx_end
end
I chose 6 workers (6 cores in my own local computer) in my parallel pool. It seems all of the workers started at the same time, but some of them printed a warning in the first iteration (when it began to invoke CVX to solve the optimization problem), 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)

[Erling (Erling D.Andersen)]

It is unlikely to work. Try search old posts for info. about this.

[Mark_L_Stone]

Using parfor for CVX

Hello all, I’m using CVX inside a Matlab function to solve my problem. I was able to call this function inside a parfor loop, which will save me a lot of time. It seems to be working, so can I guarantee that the result will be correct, or your recommendation is to don’t use cvx inside parfor. Best Regards,

[GeGe (Ge Shi)]

Thanks, Erling. I will check them.

[GeGe (Ge Shi)]

Thanks, Mark. I guess different workers (cores) cannot invoke CVX at the same time since something overlapped inside.