The R package optimParallel

The package provides a parallel versions of the L-BFGS-B optim method. If the evaluation of the function fn takes more than 0.1 seconds, optimParallel can significantly reduce the optimization time. For a p-parameter optimization, 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”)