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Matlab, CUDA, and GPU Computing (view source)
Revision as of 11:36, 10 July 2018
, 11:36, 10 July 2018→Testing instance 1
===Testing performance===
====Testing instance 1====
We used the following parameters to have a small-size problemfor testing: '''R = 10''', 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, n_cores = 12.
<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. However, I suspect that for large R (~1000) we will see improvements from parallelism. <br>
Serial: 356s[[File:serial_gurobi_R=10.png]] <br>
Parallel: 874s[[File:parallel_call_gurobi_R=10.png]] <br>
====Testing instance 2====
