[jira] [Commented] (MATH-970) Provide a way to retrieve the best solution found so far when reaching the maxIteration limit in SimplexSolver

["Thomas Neidhart (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-970?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13766744#comment-13766744 ] 

Thomas Neidhart commented on MATH-970:
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The disadvantage of this approach is that the user has no means to know if the solution is optimal (within the given epsilon bounds), or the optimizer has just returned the last valid solution before exceeding the max iteration count.

I would prefer a SolutionCallback which contains the last valid solution. For some optimizers this is very straight-forward, e.g. for the SimplexSolver you just need a reference to the SimplexTableau and can derive from it the solution. For other optimizers this may not be so simple.
                
> Provide a way to retrieve the best solution found so far when reaching the maxIteration limit in SimplexSolver
> --------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-970
>                 URL: https://issues.apache.org/jira/browse/MATH-970
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.2
>            Reporter: Thomas Neidhart
>


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