Knitro with Parallel Toolbox from Matlab

[tiberius]

I would like to know if Knitro can take advantage of the matlabpool
facility in a similar way that fmincon and other matlab optimization
procedures do:

options = optimset('UseParallel','always');

Thank you
Tiberius

[R Waltz]

Tiberius,

I don't think the KNITRO-Matlab ktrlink interface is able to make use
of the matlabpool parallel facilities. From what I understand, these
parallel facilities are primarily used at the moment in the Matlab
optimization tools for finite-difference gradient computations.
Although you can compute gradients using finite-differencing in
KNITRO, we highly encourage the user to provide routines for computing
exact first-derivatives if at all possible.

You may find the following link interesting which provides more
information on the parallel capabilities in the Matlab optimization
tools:

http://www.mathworks.com/company/newsletters/digest/2009/mar/parallel-optimization.html

-Richard Waltz