Combining multiple-shooting with out-of-ODE multithreading

DiffEqFlux has examples for multiple shooting and out-of-ODE multithreading here and here, respectively.

This seems like a natural pairing, but it seems like multiple_shoot is written for a completely serial implementation, or else I can not make an EnsembleProblem work with it. Is there a standard way to compose these techniques, or is it more of a matter of carefully working through the expectations for multiple_shoot to make it compatible with EnsembleProblems?

https://github.com/SciML/DiffEqFlux.jl/pull/602

I’ll make a new tag.