libprima
Support "OutputFcn" option in MATLAB interface
The "OutputFcn" option in MATLAB's fmincon allows the user to specify a callback function that is called at the end of each iteration (as well as prior to optimization start and after optimization end). Please support this functionality in the MATLAB interface of the solver. Thank you!
Thank you for raising this @Arrowstar. Something similar has been on my mind. Since the Fortran backend supports a callback function, the MATLAB interface should support one as well. I will try to find someone to do it.
Thank you! A callback function is critical to and required for my application, and I can't implement PRIMA into it without it. I appreciate it all the effort you've put into this project!