Support callbacks in cyipopt.minimize_ipopt

[jameshammondpx]

HI there,

Firstly, thank you for providing this awesome wrapper around IPOPT, the scipy interface makes it super easy to get up and running with quickly.

I can see that callbacks are not implemented yet for the scipy interface:

cyipopt/cyipopt/scipy_interface.py

Lines 676 to 677 in 097fae9

	if method is None and callback is not None:
	raise NotImplementedError('`callback` is not yet supported by Ipopt.`')

Looks like callbacks at the end of each step can be achieved using the intermediate method of the Problem class, so I'm interested to know:

1. Why they weren't originally included in the scipy interface?
2. If it's on the roadmap to implement?

Thanks!

[moorepants]

I think the original author of the scipy interface may have intended to add it at some point but never did.

It isn't on any roadmap. This project is mainly in maintenance status but we accept new features if someone wants to implement it.

[jameshammondpx]

Thanks for your quick response - I have raised a PR here #291 with a first implementation of callbacks for the scipy interface. This follows the same structure as: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html