Changes

*Reverted back to using Matlab's linprog rather than Gurobi. In a parfor, gurobi takes much longer than the native linprog to solve our LPs. I do not fully understand why this is happening. It might be the way that Gurobi was called inside a function that increases the overhead, or it might be that Gurobi couldn't utilize the full power of our CPU since all 12 cores have been scheduled to work on 12 different LPs (some LP algorithm of Gurobi has parallelism). Note that creating a model for Gurobi takes time.

[[FILE:msmf35seconds.png]]

2018-07-16

*Run monte_data mode with R=200, monte_M = 70, mktsize = 30. The msmf was computed fairly fast.

*Run data mode with R=200, monte_M=70, mktsize = 30.

[[FILE:msmf_data.png]]