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 R Journal article for more information. It is also available as vignette.

R> vignette("optimParallel")

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optimParallel documentation built on May 3, 2020, 1:05 a.m.