Does the latest version of MATLAB support fmincon with gpuarray?

Hi,

I am using fmincon() with Hessian approximation 'lbfgs' to train my network. By default the network is getting trained using CPU power. To take the advantage of GPU power (to reduce execution time), I tried to change my input variable into gpu arrays using 'gpuArray()' and run the program. However, it showing the following runtime error

"FMINCON requires all values returned by functions to be of data type double".

Currently, I am using R2022a version.

I would be grateful if someone can help me with this issue with an example.

Thanks in advance.

Answer 1

[Bruno Luong]

Discuss recently about this limitation of optimizer functions, no currently they won't support GPU array.