add multithreading

[ManavToor]

To help speed up the program, it would be nice to multi-thread the program, the program is already very fast when running in gpu mode, but not all features always work. It would be nice to have the ability to chose between gpu mode or optimized cpu mode

[Redstone-ray]

Thought process:

If we don't require setting any values that's only available in CPU solver:

1. Solve the model in CPU first to convergence
2. Solve the model in GPU to convergence
3. Compare two results, should be in less than 2% deviation
4. For all satisfied case file of 3, solve using the GPU solver