[SciPy-Dev] Optimization success threshold?

[Ryan J. Kinnear]

Dear list,

I'm using some of the optimization routines in scipy to help design high 
frequency electronic filters, it takes a very long time to evaluate the 
cost function just once (order of seconds).  It's also not necessary to 
get a "perfect" design, it can quit as soon as it reaches a value that 
is good enough.

As far as I can tell, there isn't really a straightforward way to tell 
the optimizer to quit once it gets below some threshold.  This can be 
hacked in with exceptions or the callback, but is that the best way to 
do it?  Would it be valuable to add a "success threshold" to the 
optimization routines?

-RK