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The parallel version now is ~3.5 time faster than the serial version. I believe it might be even faster with more cores. However I do not completely understand how the computation time scales with R (and other parameters). Will run another test with R = 200.<br>
Serial: 9000+s[[File:serial_gurobi_R=1000.png]] <br>
Parallel: 2873s[[File:parallel_call_gurobi_R=1000.png]] <br>

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