Can I run 2 MATLAB sessions/windows simulaniously with CVX?

[Rajashekhar]

Can I run 2 matlab codes (each uses CVX+mosek in it) simultaneously in 2 different MATLAB sessions/windows on same PC? It is not going to affect performance right? and even they’re not going affect CVX right??

[Mark_L_Stone]

They should both run correctly. Of course, they may run slower due to competition for resources on the PC, same as for running any processes in parallel.

[JMZ]

Does that mean CVX can also be used in parfor? I think the mechanism is the same.

[Mark_L_Stone]

I don 't believe it does mean that.

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,

Can somebody halp me with the error, an UndefinedFunction error was thrown on the workers for 'variable'

I don’t think CVX is compatible with parfor or the parallel computing toolbox. I don’t think the situation has changed subsequent to this thread from 2012

If you have some actual experience with parfor, positive or negative, with using CVX please feel free to post it here.

[JMZ]

Thanks for the reply. I received an error when I use cvx in the parfor loop. However, when I pushed the cvx part into a seperate function the code worked and the results seem to be fine.

[QKD]

Thanks for the reply. I received an error when I use cvx in the parfor loop. However, when I pushed the cvx part into a seperate function the code worked and the results seem to be fine.

I would be careful. Sometimes it works perfectly fine, but sometimes it will say solved and replace every value with nan, or something equally strange. CVX was not built for parfor and it can have some really weird race conditions.