Built-in parallelization in optimization functions

[Žiga Povalej]

Dear All,

I am trying to solve a non-linear optimization problem in parallel. Does there 
exist an optimization function with a built-in parallel option (similar to 
'fmincon' in Matlab)? I have checked the built-in optimization functions and 
the package optim, but there seems to be no function with such option.

If there is no such optimization function, I am planning to implement it on my 
own, since it would be very helpful to have a tool to speed-up large 
time-consuming non-linear optimization problems.

Any help or comment is appreciated.

Best regards,

Žiga Povalej