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Matlab, CUDA, and GPU Computing (view source)
Revision as of 18:03, 9 July 2018
, 18:03, 9 July 2018→Serial vs Parallel solving many LPs on CPU
===Testing performance===
For testing, we used the following parameters to have a small-size problem:
K = 1, S = 2, industry = 4, monte_N = 1, monte_M = 2. quota_per_up = 1, mktsize = 3, n_trail = 2, R = 10, ini_w_M = 10.
<br>
Run serial and parallel(using the above method) versions of msmf_corr_coeff.m. With profiling, the parallel version takes much longer time than the serial one. On a closer inspection, a single call to gurobi takes a very small amount of time. Using parfor will probably not give us any benefit. <br>
