scipy-minimize should be reentrant

Long term issue: scipy-minimize is not thread-safe, preventing us form various parallelizations.

Hints are mentioned here: https://github.com/scipy/scipy/issues/9658

Start by reading the hints in scipy/scipy#9658, then trace the scipy-minimize integration and how it is invoked during parallel work. Done means the integration is reentrant and thread-safe, with tests demonstrating that concurrent optimization can proceed without interference.

Written by the indexing model from the issue text.