The R package optimParallel

The package provides parallel versions of the gradient-based optim methods “L-BFGS-B”, “BFGS”, and “CG”. If the evaluation of the function fn takes more than 0.05 seconds, optimParallel can significantly reduce the optimization time. For a p-parameter optimization based on “L-BFGS-B”, the speed increase is about factor 1+2p when no analytic gradient is specified and 1+2p processor cores are available.

See the ArXiv e-prints URL also available as package vignette for more information.

R> vignette(“optimParallel”)