At the moment, if an evaluation of the objective function crashes, the whole optimiser crashes. This is a problem especially with global optimisers such as DifferentialEvolution when they sweep a large parameter space. Adding a callback function to the optimisers would allow us to handle these exceptions.
We need to decide on how to implement them, but in any case we should let the users implement their own if they choose so.
At the moment, if an evaluation of the objective function crashes, the whole optimiser crashes. This is a problem especially with global optimisers such as
DifferentialEvolution
when they sweep a large parameter space. Adding acallback
function to the optimisers would allow us to handle these exceptions.We need to decide on how to implement them, but in any case we should let the users implement their own if they choose so.