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?

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.