Unfortunately, AFAIK no (however, maybe some C or Fortran written
solvers that are connected to OO can be somehow turned to use parallel CPU).
MATLAB OpenOpt version could calculate 1st derivative df numerically via
parallel cycle by parfor. However, it can benefit for costly funcs only.
I intended to implement something like that in Python, but I don't know
which library is better, and those that I had seen have (as for me)
inconvenient syntax & complicated documentation.
If someone is familiar with a Python library for parallel calculation,
he could easily use it to calculate df, dc, dh numerically
(func(x+dx[i])-func(x)/dx).
Regards, D.