[Feature] Real time plot of solver iterations

[jbcaillau]

@PierreMartinon @ocots

À propos de plots, voir à l’occasion comment intégrer certaines fonctionnalités offertes par makie (TOP). Je pense notamment au suivi dynamique des itérations du solveur opti en direct (cf. POC SED @clebreto)

https://www.linkedin.com/posts/simondanisch_were-happy-to-release-makie-v023-this-ugcPost-7341875516704014336-tzOD?utm_medium=ios_app&rcm=ACoAAEJ6FsAB17ys09GK4Ay8ZMKcJO6th7BNLEI&utm_source=social_share_send&utm_campaign=mail

[ocots]

Many solvers now have a method to compute the iterations step by step. This would help. Do we know if Ipopt, MadNLP, Percival or other, have this step by step feature?

[PierreMartinon]

Many solvers can handle a callback function called at each iteration, we may try to use this to plot the current iterate ?

[ocots]

There is a callback for the solvers we use so this will be ok. I was wondering if there is also this possibility.

[jbcaillau]

may be to be discussed with @rveltz on how to use makie to do efficiently this kind of thing