They claim there are bugs in the COBYLA solver implementations included in scipy that this implementation has fixed. So I guess if you run into any of those bug

They claim there are bugs in the COBYLA solver implementations included in scipy that this implementation has fixed. So I guess if you run into any of those bugs then PRIMA is better. They're apparently also in discussion with the scipy team to include their implementation in scipy, so hopefully the question will be moot in the not too distant future