ENH: add callback to optimize.least_squares
#22231
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Add a new optional parameter `callback` to least_squares. A user-defined function that is called on each iteration, can stop optimization by returning True or raising StopIteration. Same signature and API as in eg. scipy.optimize.differential_evolution. Only implemented for trf and dogleg methods so far.
Fix linter errors
Callback for least_squares
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The PR doesn't halt if the callback returns True. Most of the other minimize methods don't do that, and it seems more Pythonic to raise a |
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Supercedes #21722. It was going to be difficult to append to that PR, fork wasn't called scipy, diff was on main not a feature branch.
This PR retains authorship.