Attempt to add "cvx_problem" to a static workspace.
See MATLAB Programming, Restrictions on Assigning to Variables for details.
Error stack:
cvx_begin.m at 41
tensor_BCGremove_sparsepar>(parfor body) at 102

Is it possible to use CVX in a parallel loop? If yes, please show me a demo; if no, do you have any alternative solutions ?

Unfortunately, CVX cannot be used in a parallel loop. I have been investigating it, but it will require a non-zero financial expense for me to implement it. Thus it is likely to happen, but only when a commercial client is willing to pay for it

well I used cvx in parfor but it sometimes shows unexpected results. for example when I use ‘parfor’ it returns NaN for some special input parameters, while if I use ‘for’ for the same problem it return valid answer. I dont know what is the reason.however for other input parameters it return the same valid answer for both of ‘for’ and ‘parfor’.

Dear wch,
I have similar problem, but comes out with different error: Undefined function or variable “Atemp”.

Basically I tried to get optimal value of L2norm+L1norm using networkSamples (node=40, samplesize=25) to recover the network. Could you help me this problem? since the node is usually very big, parallel computing would be great if parfor works.

I usually run cvx in parfor without any problem. But first you should define a function that contains the cvx code then call it into the parfor loop.

here is an example to compute an error using monte carlo simulation

function r=Estimate_x(A,y,x,n)
cvx_solver sdpt3
cvx_begin quiet
variable v(n);
minimize (norm(v,1)); % estimate vector x using l_1 minimization
subject to
y-A*v==0;
cvx_end
r=norm(x-v); %compute the error.
end

Then your main code will be as follow:

m=7;
n=10;
k=4;
A=randn(m,n);
x=zeros(n,1);
sp=randn(k,1);
rp=randperm(n);
x(rp(1:k))=sp;
y=A*x; % define your model
parfor k=1:100 %Monte Carlo Simulation for 100 iterations
e(k)=Estimate_x(A,y,x,n);
end
error=mean(e);