* In general, individual threads of GPU only perform well with simple arithmetic tasks. Task-parallelizing toolboxes/libraries/packages onto threads of GPU is '''NO GO'''.
===Serial vs Parallel solving many LPs on CPU===
I manage to call Gurobi solvers on many LP problems in a parallel manner. To accomplish this, one need to wrap the LP solving part into a function, and call this function inside the parfor. See [[File:parallel gurobi.pdf]] for a toy example.
==Deliverable==