It appears that memory is being leaked while calling the user's function in the DIRECT algorithm. Here is a graph of the memory usage over time. The initial ramp up is importing SciPy - everything ...
LSQR is a specific iterative algorithm: https://www-leland.stanford.edu/group/SOL/software/lsqr/lsqr-toms82a.pdf which accesses A only via matrix-vector products and ...
Abstract: The stochastic simplex bisection (SSB) algorithm is evaluated against the collection of optimizers in the Python SciPy.Optimize module on a prominent test set. The SSB algorithm greatly ...
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