Retrieving last parameter value from Python after roundoff limit

[wbthomason]

Currently, it seems that the Python API does not expose the last value of the optimization parameters when exiting early due to an exception. This is in contrast to the C API (I think - haven't actually experimented with it yet), as the C API takes the optimization parameters as double* (directly modifying the input), but the low-level Python API assumes it's given a const double* (modifying a copy of the input).

Accessing the last value of the parameters would mostly be useful for failure due to roundoff - as the docs mention, their value is often still useful in this case.

Is there some way I'm missing, other than using a closure and copying every value of the optimization parameters in the objective function, to handle this problem in Python? If not, and if you're interested, I'd be happy to PR a patch to copy the last value over to the input parameters on roundoff exit, or to expose a method to access the last parameter value.

Thanks!

[jschueller]

sure, patches are always welcome