If I have 10,000 instances of a quadratic program, what is the fastest way to solve these programs?
For loop
Parallelizing over CPU threads
- Does this even do anything?
GPU parallelization as far as I can tell, is not available.
Solving many convex programs in parallel
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This will work. Also depends on the license you have. I think Mosek's license supports multiple Mosek instances on the same machine. For Gurobi, if you have a standalone Gurobi license then it also supports CPU parallelization.