In my problem there is exp(x), x is a variable that should be optimized. x can not be vary large, if it is very large, it will cause numerical issues. Is there a way to solve this problem?

Can you place an upper bound on `x`

without cutting off the optimum? if not, can you change the units of `x`

(i.e., re-scale)? Maybe you can take the `log`

and avoid the `exp`

, or use `log_sum_exp`

if appropriate.

If you provide more specific and complete information, perhaps more specific recommendations can be made.