Monte Carlo Runs

For work I’ve been asked to run a Monte Carlo analysis.  The analysis is one where I vary a large set of parameters in a large Simulink simulation.  Any given simulation will take between 40 minutes and a few hours.  So obivously generating thousands of runs with a single computer would take months.

In the lead up to this analysis I asked a few questions.  First, I found a bank of parallel computing resources at work.  I asked them if it was possible and the answer was “Yes” with my take away being that it was doable and easy.  It may be doable, it is not easy.  Second, I went to Mathworks training (on modeling for aerospace system which had a session on parallel computing) and asked some questions about how to run parallel operations.  I also left this session thinking it would be easy.

The online help is worthless

When you are running a model of any complexity there are a lot of parameters to set.  If you are building models correctly you will be setting these parameters via variables not hard coding.  This means that the simulation workspace must have all those variables.

The Mathworks help with regard to the Parallel Toolbox and Simulink simulations is pretty meager.  One of the easiest means of distributing the simulation is through the use of the parfor keyword instead of the for keyword.  The meager help suggests that simulation must be run from within a function because parfor requires a static workspace and Simulink creates variables in whatever workspace it runs from.  So the help suggests using a dummy function as a wrapper for the sim command.

The help forgets to mention that running a simulation from a function’s workspace is simple – once you find that help but finding that help was a little buried.  (If you want to know how look up the simset function and the SrcWorkspace and DstWorkspace properties.)  I have run several simulations from within a function’s workspace on a single PC.  However, doing so from within a dummy function called from a parfor loop doesn’t work like it does from a single PC.  And the error messages are obtuse.

Obtuse Error Messages

I spent days attempting to get the simulations distributed to the various nodes.  The error messages provided at this stage were reasonably straight forward.  However, once the simulation was distributed to the nodes the error became far less useful.  The first couple of times there was no obvious error.  After digging through a long log file a cowroker found the errors and helped me fix them.  That said, I think they were listed as warnings in the log file not errors.

Next Post:  What finally appears to have worked