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<p>Fan,</p>
<p>If you're using MKL Pardiso, one of the things we found that
really helps speed on our optimal control problems is setting
"pardiso_redo_symbolic_fact_only_if_inertia_wrong" to "yes". On
large problems the symbolic factorisation can take a long time. <br>
</p>
Damien<br>
<br>
<div class="moz-cite-prefix">On 1/9/2017 8:06 PM, zhadamfan wrote:<br>
</div>
<blockquote cite="mid:emc_6d980c9c9b1a4862adf2600cff6546f2@pc.loc"
type="cite">
<div style="font-family: '微软雅黑'; font-size: 10.5pt;"
spellcheck="false"> To whom it may concern,
<div><br>
</div>
<div>I am trying to solve the nonlinear model predictive control
problem. In each loop, a large-scale NLP is required to be
sovled.</div>
<div>To obtain a satisfying dynamic performance, a large
predictive horizon is chosen. As a result, it takes
a considerably long time to get the result.</div>
<div><br>
</div>
<div>Is there any method to speed up the compuation? For
example, parallel computing or some other technique?</div>
<div><br>
</div>
<div>I used the OPTI toolbox in Matlab 2016a on Windows 7,
64bit. I checked the instruction on OPTI wiki. It is said
that <span style="color: rgb(27, 27, 27); font-family:
Verdana, Arial, Helvetica, sans-serif; font-size: 13.1424px;
orphans: 2; widows: 2; background-color: rgb(255, 255,
255);">PARDISO is helpful. However, the effectiveness is
limited.</span></div>
<div><span style="color: rgb(27, 27, 27); font-family: Verdana,
Arial, Helvetica, sans-serif; font-size: 13.1424px; orphans:
2; widows: 2; background-color: rgb(255, 255, 255);"><br>
</span></div>
<div style="orphans: 2; widows: 2;"><font face="Verdana, Arial,
Helvetica, sans-serif" color="#1b1b1b"><span
style="font-size: 13.1424px; background-color: rgb(255,
255, 255);">Thank you for any helpful suggestions </span><span
style="font-size: 13.1424px;">sincerely. Looking forward
to your reply.</span></font></div>
<div style="orphans: 2; widows: 2;"><font face="Verdana, Arial,
Helvetica, sans-serif" color="#1b1b1b"><span
style="font-size: 13.1424px; background-color: rgb(255,
255, 255);"><br>
</span></font></div>
<div style="orphans: 2; widows: 2;"><font face="Verdana, Arial,
Helvetica, sans-serif" color="#1b1b1b"><span
style="font-size: 13.1424px; background-color: rgb(255,
255, 255);">Best regards</span></font></div>
<div style="orphans: 2; widows: 2;"><font face="Verdana, Arial,
Helvetica, sans-serif" color="#1b1b1b"><span
style="font-size: 13.1424px; background-color: rgb(255,
255, 255);">Fan</span></font></div>
</div>
<br>
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