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Parallelize msmf corr coeff.m (view source)
Revision as of 16:57, 25 July 2018
, 16:57, 25 July 2018→Around line 120 of msmf_corr_coeff solving LP problems
==Around line 120 of msmf_corr_coeff solving LP problems==
For a large R, e.g. R = 200, solve solving 200 linear programming problems in parallel should be beneficial, especially when the each LP itself is easy to solve (takes less than 0.1 seconds each). Initially we managed to use gurobi inside a parfor:
% Gurobi inisde parfor. For large R (>100). By Wei.
model.rhs = [full(constrB); full(constrM)];
