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Gurobi supports running in parallel using shared memory parallelization (threads).

You can specify the number of threads to be used by a model parameter

model.Params.Threads = #cores

If you for instance set it to 8

model.Params.Threads = 8

then you would also have to request 8 cores from the batch system

bsub -n 8 ....

Please make sure that the number of cores requested from the batch system and the Gurobi model parameter have the same value.