Fmincon and parallel computing toolbox in dynare

Dynare help (legacy posts)
1

Hi,

I am trying to use fmincon and (Matlab’s) parallel computing toolbox to compute the mode.
I set mode_compute = 1 (to use fmincon) and optim = (‘UseParallel’,‘always’) (to set fmincon’s option) in the options of dynare’s estimation command, but Matlab returns an error.
Is it possible to run fmincon in the parallel mode in dynare?

Thanks,
Takeki

2

We don’t have MATLAB’s parallel toolbox, so we can’t answer your question. This is basically untested.

3

Thank you for the reply. I found that the use of global variables conflicts with the parallel computing toolbox.
I want to try to compute parameter values at the mode by myself, and feed them back into dynare in some way.