It seems like you need Evolutionary.optimize to support parallel subproblems solves. This is independent of JuMP or Gurobi.jl.
So if you’ve tried
For this reason I am trying to solve the slave problems in parallel.
I tried to use the:threadoption (from here ), but without success (a single SP takes actually much more time to be executed and the solver does not manage to complete the computation of the first population).
Then I’m not really sure what else you could or should do on the JuMP side of things. It depends how things are set up internally in Evolutionary.jl.