Pull-Request CI

ADD: allow for choice of nb of parallel iterations when using LBFGS #215

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Job	Run time
Launching CI (3.9)	4m 56s
Launching CI (3.9)	9m 36s
Launching CI (3.10)	5m 13s
Launching CI (3.10)	9m 0s
Launching CI (3.11)	5m 13s
Launching CI (3.11)	8m 51s
Launching CI (3.12)	5m 1s
Launching CI (3.12)	11m 10s
	59m 0s