[SciPy-Dev] Callback for SLSQP minimization

[Matthias Kümmerer]

Hi,

in scipy.optimize, there is at the moment no possibility to add a callback 
function when minimizing using the SLSQP method. I was wondering whether there 
is some deeper reason for that. If there are no reasons against that, I would 
like to implement a callback for this method. Guessing from the code, it 
should be quite easy. I thought, the callback should be called after each 
function evaluation in _minimize_slsqp, that is around [1].

By the way: Is it better to discuss this kind of question on the mailing list, 
or should I open an issue in GitHub for such things?

Best,
  Matthias

[1] https://github.com/scipy/scipy/blob/v0.13.0/scipy/optimize/slsqp.py#L353
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