ENH: add best cost function evaluation to differential evolution callback

[FlorianPix]

Is your feature request related to a problem? Please describe.

During the optimization progress I'd like to monitor the improvement of the cost function.

Describe the solution you'd like.

Add the cost of the best candidate so far as a parameter to the callback.

Describe alternatives you've considered.

Print out or overwriting a global variable in the cost function.

Additional context (e.g. screenshots, GIFs)

No response

[andyfaff]

In 1.12 there will be an amended callback which will give all the information you need. In the meantime you can track the best solution so far by a few methods. e.g. you could write a wrapper to track the best solution so far.