scipy_tnc memory leak

test_scipy_tnc.py

import scipy.optimize
import numpy as np
from memory_profiler import profile


#@profile
def optim(method="tnc"):
    """
    minimal example to test memory leak of the fmin_tnc function

    
    the example exhibits the memory leak in `fmin_tnc` when ran through a
    memory profiler. As a comparison, the `fmin_l_bfgs_b` can be run,
    showing almost no memory leak.

    Typical values are 256MB for `fmin_tnc`, and 0.21MB for `fmin_l_bfgs_b`

    input:
    -----
    method: string, optional
        choose either "tnc" or "bfgs"
    """
    for z in np.arange(1000):
        alpha12 = np.ones((100,))
        X = np.random.uniform(low=-1./np.sqrt(3),high=1./np.sqrt(3),
                              size=(100,100))
        Theta11 = X.dot(X.T)/100.
        s12 = np.random.normal(size=(100,))
        gamma12_ = np.random.normal(size=(100,))
        if method == "tnc":
            out = scipy.optimize.fmin_tnc(func, gamma12_,
                                          args=(Theta11,s12),
                                          bounds=[(-a,a) for a in alpha12],
                                          disp=0)

        elif method == "bfgs":
            out = scipy.optimize.fmin_l_bfgs_b(func, gamma12_,
                                               args=(Theta11,s12),
                                               bounds=[(-a,a) for a in alpha12],
                                               disp=0)
    return 0


def func(x,A,s):
    return 1. / 2 * (x+s).T.dot(A).dot(x+s), A.dot( x+s)


if __name__ == "__main__":
    import resource
    mem_before = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss
    print("Running memory profiling on 'fmin_tnc'")
    optim(method="tnc")
    mem_after = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss
    print "Memory leakage: {0}MB {1}kB".format((mem_after - mem_before)/1024,
                                               (mem_after - mem_before)%1024)
    mem_before = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss
    print("Running memory profiling on 'bfgs'")
    optim(method="bfgs")
    mem_after = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss
    print "Memory leakage: {0}MB {1}kB".format((mem_after - mem_before)/1024,
                                               (mem_after - mem_before)%1024)