Don’t know what your hardware is, but there are libraries that can do some computations in parallel.

You’ll want to look into using a parallel backend in R. It will depend on the system architecture.

As for libraries that may help potentially, speedglm, biglm,

There’s also some options from bioconductor: https://bioconductor.org/packages/release/data/experiment/vi...

You could also try glmnet with a parallel backend.