[MATH-1625] Enable tracking of optimizer behaviour

• Type: Sub-task
• Status: Resolved
• Priority: Minor
• Resolution: Implemented
• Fix Version/s: 4.0
• Labels: api debugging
• Assignee: Gilles Sadowski
• Reporter: Gilles Sadowski
• Created: 12/Aug/21 14:06
• Updated: 13/Aug/21 23:55
• Resolved: 13/Aug/21 23:55

Description

In order to investigate

• implementations failure on some of the test functions,
• lack of good performance (in terms of expected number of evaluations of the objective function),

it is proposed to add a "callback" feature to SimplexOptimizer.

The purpose is to track/record simplex transformations during the course of the optimization.