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
As you have not accepted an answer, this idea might help:
For global optimisation the package DEoptim()
has an in-built option for parallel optimisation. Nice thing is, it's easy to use and documentation well written.
c.f. http://www.jstatsoft.org/v40/i06/paper (currently down)
http://cran.r-project.org/web/packages/DEoptim/index.html
Beware: Differential Evolglobal optimizers might still run into locals.