Add user callbacks - Githubissues

cvanaret / Uno

A next-gen Lagrange-Newton solver for nonconvex optimization. It unifies barrier and SQP methods in a modern and generic way, and implements different globalization flavors (line search/trust region and merit function/filter method/funnel method). Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.

MIT License

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Add user callbacks #106

Closed cvanaret closed 2 days ago

cvanaret commented 3 days ago

We should allow a few user-defined callbacks:

when an iterate is accepted;
when a new primal iterate is found;
when a new dual iterate is found;
etc

Reported by @worc4021.