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A simple solution proposed here using the @parallel decorator. It can easily be extended to other cases.

def use_all(f, algorithms):
    @parallel(len(algorithms), verbose=False)
    def h(alg):
        return f(algorithm=alg)
    for input, output in h(algorithms):
        return output, input[0][0]

and then

sage: set_random_seed(0)
sage: g = graphs.RandomGNP(20, .5)
sage: %time use_all(g.chromatic_number, ['DLX', 'MILP', 'CP'])
CPU times: user 2.61 ms, sys: 15.3 ms, total: 17.9 ms
Wall time: 63.4 ms
(6, 'DLX')
sage: g = graphs.RandomGNP(50, .3)
sage: %time use_all(g.chromatic_number, ['DLX', 'MILP', 'CP'])
CPU times: user 2.03 ms, sys: 11.8 ms, total: 13.8 ms
Wall time: 124 ms
(6, 'MILP')