This functionality is available in MATLAB 7.6 (R2008a) and later versions. The Parallel Computing Toolbox is also required to set up a cluster using the MATLALPOOL command as follows:
matlabpool open 2
options = optimset('UseParallel','always');
fmincon(...,options)
matlabpool close
For more information, you may execute the following link at the MATLAB prompt to bring up the documentation on this issue:
web([docroot '/toolbox/optim/ug/briutqn.html'])
