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Is there a way in the Collection struct to use Upsert method for multiple documents as it is with the Insert method? I would like to insert/update many documents at once for optimization purposes. Looking at the mgo API http://godoc.org/labix.org/v2/mgo I didn't find a way.

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No, that's not possible.

What you can do if you want to improve the connection utilization is to spawn a few goroutines and execute multiple upserts concurrently on the same session. They'll all block and receive results independently, but they'll all queue the requests to the server concurrently.

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