"The algorithm NOMADOpt does not support callbacks"

[TorkelE]

I try to run an optimization (using a callback to save the evaluations) with the NOMAD package. However, it does not seem to support callbacks:

solve(optprob, NOMADOpt(); maxtime=10, callback=cb)

produces error:

ERROR: The algorithm NOMADOpt does not support callbacks, remove the `callback` keyword argument from the `solve` call.
Stacktrace:
 [1] #_check_opt_alg#553
   @ ~/.julia/packages/SciMLBase/zXEYU/src/solve.jl:98 [inlined]
 [2] solve(::SciMLBase.OptimizationProblem{true, OptimizationFunction{true,Optimization.AutoForwardDiff{nothing},…}, Vector{Float64}, SciMLBase.NullParameters, Vector{Float64}, Vector{Float64}, Nothing, Nothing, Nothing, Nothing, Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}}, ::NOMADOpt; kwargs::Base.Pairs{Symbol, Any, Tuple{Symbol, Symbol}, NamedTuple{(:maxtime, :callback), Tuple{Int64, typeof(cb)}}})
   @ SciMLBase ~/.julia/packages/SciMLBase/zXEYU/src/solve.jl:84
 [3] top-level scope
   @ ~/Activate-CRN-Learning/playground.jl:89

Not sure if this is something that could be implemented? Alternatively, maybe the "Overview of the Optimizers" table could note which optimizers supports callbacks and which do not?

[TorkelE]

Also true for CMAEvolutionStrategyOpt.