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→Summer 2018
*Further parallelize Matlab code (msmf_corr_coeff.m). Now on our 12 cores server, one call to msmf_corr_coeff takes about 35 seconds for R=200, monte_M = 70, mktsize = 30.
*Will try to parallelize moments.m. Currently it takes 10 seconds per call. This in included in the 35 seconds runtime of msmf_corr_coeff.m.
*Reverted back to using Matlab's linprog rather than Gurobi. In a parfor, gurobi takes much longer than the native linprog to solve our LPs. I do not fully understand why this is happening. It might be the way that Gurobi was called inside a function that increases the overhead, or it might be that Gurobi couldn't utilize the full power of our CPU since all 12 cores have been scheduled to work on 12 different LPs (some LP algorithm of Gurobi has parallelism). Note that creating a model for Gurobi takes time.
[[FILE:msmf35seconds.png]]
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2018-07-16
*Run monte_data mode with R=200, monte_M = 70, mktsize = 30. The msmf was computed fairly fast.
[[FILE:msmf_monte_data.png]]
*Run data mode with R=200, monte_M=70, mktsize = 30.
[[FILE:msmf_data.png]]
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2018-07-18
*Run monte mode with R=200, monte_M = 200, mktsize = 30.
*Helped Maxine with industrial classifier.
*Worked on documentations for NOTS and parallelization
*Worked on running matlab code on NOTS
2018-07-19 ~ 30
Ran diagnostics requested by Chenyu
2018-08
Help Marcus get familiar with the Matlab code for matching VCs to startups.
