Parallelized optimization in R

Question

I\'m running R on linux box that has 8 multicore processors, and have an optimization problem I\'d like to speed up by parallelizing the optimization routine itself. Importantly

Answer 1

I am the author of the R package optimParallel. It provides parallel versions of the gradient-based optimization methods of optim(). The main function of the package is optimParallel(), which has the same usage and output as optim(). Using optimParallel() can significantly reduce optimization times as illustrated in the following figure (p is the number of paramters).

See https://cran.r-project.org/package=optimParallel and http://arxiv.org/abs/1804.11058 for more information.