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<s>In Matlab, use parfor for both CPU and GPU to solve a set of LPs. Profile and compare.</s> Just try to do CPU instead. Figure out how to do CPU-based parallel computing with Gurobi. I cannot find a way to run Gurobi solvers inside a parfor. I believe Matlab's linprog can, but linprog is much slower than Gurobi. There will be some trade off. I need to test this. <br>It is too hard to test this using the code written by Chenyu. Instead I will write my small piece of code to test this.