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ADD: allow for choice of nb of parallel iterations when using LBFGS #214

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ADD: allow for choice of nb of parallel iterations when using LBFGS

ADD: allow for choice of nb of parallel iterations when using LBFGS #214

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Launching CI (3.9)
8m 40s
Launching CI (3.10)
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Launching CI (3.11)
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Launching CI (3.12)
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36m 57s