intlinprog: multicore support possibile?

To whom it may concern,

I'm currently using intlinprog to solve large MILP optimization problems since it's the only available optimization program via our university licenses. Unfortunately, it does not use multiple CPU cores. Is it possible to activate multi-core support for intlinprog? What are alternatives to speed up the optimization time in matlab?

Thanks for your kind help in advance,

jmj

Answer 1

[Alan Weiss]

There are some documented suggestions for improving the performance of intlinprog, though of course there are no guarantees that any particular suggestion will help for your problem. That said, there is no way that I know to use different settings to use multiple cores differently.

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 2

[Markus Buehren]

Hi, you can use my multicore package:

https://de.mathworks.com/matlabcentral/fileexchange/13775-multicore-parallel-processing-on-multiple-cores