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===Use a function wrapper for Gurobi===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 (lazy) example. ===Testing performance===Run serial and parallel(using the above method) versions of msmf_corr_coeff.m. With profiling, the parallel version takes much longer time than the serial one. [[File:serial_gurobi.png]] [[File:parallel_gurobi.png]]