My application consists of a running a simulation for different set of optimization parameters. The algorithm is iterative in nature and makes hundreds of calls to "fmincon" function from the optimization toolbox as well some other custom optimizers. Completing one test run takes a lot of time. So, is it possible to run the code in multiple instances of matlab simultaneously to save time spent on collecting the data? Is there any possibility of deadlock condition, file corruption or incorrect results by the optimizer?
I have matlab ver 126.96.36.19904 (R14), running on core 2 duo Windows Vista machine.