Is CVX compatible with MATLAB parallel computing toolbox?


Previously I was using CVX in a “for” loop, however, it had a very low efficiency.

I’m wondering if I can simply change “for” to “parfor”, which is in the parallel computing mode.

I think “parfor” lets several processor cores separately run a round of the loop. But because CVX is within the loop, will it happen that one core calls CVX when another one is using CVX, thus it will be overwritten?

Thanks a lot in advance!

I’m afraid not. There are quite a few questions on here about this, feel free to search—there might be some good advice in there.