Please see https://scipy.github.io/devdocs/tutorial/optimize.html#id50 for notes on parallelisation support for minimize
.
I recommend the use of schwimmbad
as a nice way of wrapping mpi4py
. You can see an example at https://schwimmbad.readthedocs.io/en/latest/examples/index.html#using-mpipool.
You're only going to get a speedup if the objective function is particularly expensive to compute.