Call objective function in Parallel in jacobi matrix calculation function (djacobix)

I'm learning to use the Non-linear optimization in the Intel Math Kernel Library. My starting point is the the example code "ex_nlsqp_bc_c_x.c" in the directory "examples_core\solverc\source".



In its RCI loop (Line 202-294), the jacobi matrix calculation function (djacobix) is called. Since it will call the objective function (e.g. extended_powell in the example) many times and my real objective function is time-consuming, I am wondering are the evaluations of the objective function performed in parallel? How do I make it happen? Do I need to change the code? Or Only some project property settings is needed?