Dear Experts and Colleagues,
I formulated my optimization problem as MISOCP and trying to solve with CPLEX solver. The following snapshot gives an idea about the optimization problem regarding no of variables and constraints.
After running the problem, it is not converging to default the optimality gap. After 30 min it is giving the solution with optcr = 0.64%. My computer has 16GB RAM and 3GB graphic card. I heard that cplex can solve the problem in a distributed manner using GPU. I would like to know, how can I set that option? It would be great if anyone helps me this. 
Thanks in advance.
Regards,
Kasi
Where have you heard that CPLEX can use GPUs? I think that is plain wrong.
It can use multiple cores/threads though. In GAMS you can set the number of threads via option threads.
I hope this helps!
Fred
You heard wrong. Cplex can’t use GPUs. There is a distributed B&B version of Cplex and you need a lot of machines to get even with your SMP processor on a single machine. I have not seen a model instance where it really makes (much) of a difference with a home grown network of workers. The guys who is an expert in distributed B&B is Yuji Shinano (https://www.zib.de/members/shinano) works with supercomputer centers like LLNL to solve previously unsolved MIP problems with millions of CPU hours. Anyhow, academic GAMS/Cplex users need to get the software for distributed Cplex directly from IBM. There is some write-up how to get this going (if you have the software) at: https://support.gams.com/solver:distributed_mip_with_gams_cplex.
Good luck!
-Michael