Scipy.optimize minimize is taking too long
<p>I am running a constrained optimization problem with about 1500 variables and it is taking over 30 minutes to run....</p>

<p>If I reduce the tolerance to 1 the minimization will complete in about five minutes, but that doesn't seem like a good way to speed things up. </p>

<pre><code>from scipy.optimize import minimize

results = minimize(objFun, initialVals, method='SLSQP', bounds = bnds, constraints=cons, tol = toler)

print(results)

fun: -868.72033130318198
jac: array([ 0.,  0.,  0., ...,  0.,  0.,  0.])
message: 'Optimization terminated successfully.'
nfev: 1459
nit: 1
njev: 1
status: 0
success: True
x: array([ 0.,  0.,  0., ...,  1.,  1.,  1.])
</code></pre>

<p>Any suggestions would be appreciated. </p>