Timing pmap calls involving Optim.jl in Julia versions 0.4 vs. 0.5. https://github.com/JuliaOpt/Optim.jl/issues/290

pmap_optim_time.jl

## timing pmap with Optim calls inside the function being applied
using Optim

@everywhere foptimtry(fobj::Function) = try
    # fminbox local search: conjugate gradient
    Optim.optimize(Optim.DifferentiableFunction(fobj), zeros(2), -10*ones(2), 10*ones(2),
                   Optim.Fminbox();
                   # outer loop: bounds barrier
                   iterations = 200,
                   # inner loop: each optimizer run
                   optimizer = Optim.ConjugateGradient,
                   optimizer_o = Optim.OptimizationOptions(iterations = 1_000)
                   )
catch
    # linesearch error
    nothing
end

function frunmap(nmap::Int64, nmat::Int64)
    M = randn(nmat, nmat)
    
    # global min at (1,1), f(1,1)=0
    frosenbrock(x::Array) = (1.0 - x[1])^2 + 100.0*(x[2] - x[1]^2)^2
    
    # closure to parallel-apply
    function fmaploc(vi::Int64)
        #svd(M)
        optres = foptimtry(frosenbrock)
        if optres == nothing
            return nothing
        else
            return optres.f_minimum
        end
    end
    
    return pmap(fmaploc, collect(1:nmap))
end

Ntimes = 3
Nmatsize = 1_000

@time println(frunmap(Ntimes, Nmatsize))
@time frunmap(Ntimes, Nmatsize)