Cooperative multi-tasking (or support simultaneous optimizations)

[eriknw]

It would be useful to support performing many pattern search optimizations at the same time, thus allowing them to share compute resources and, potentially, shared results. For example, one may want to perform 10 optimizations. Instead of running each one sequentially where the current one running uses all compute resources, we should be able to run them simultaneously with each one using roughly 1/10th the compute resources.

Our search function will need to become a class so it can be inspected and advanced as appropriate.

[eriknw]

I would also like for different optimization runs to be able to share the same underlying grid and results cache. This would get us one step closer to creating a pattern search meta-heuristic to perform global optimization.