Ok I managed to retrieve the simplex for each iteration but only after the Optim call completes successfully. But this doesn’t solve my problem because I need to extract the simplex and save to a csv while the optimizer is running.
My issue is that I have an optimizer which runs for 70+ hours but the system I am on terminates the session after 50 hours. So I can’t wait for the routine to complete successfully to export the trace since the first call simply cannot be completed within the constraints of the system.
@stevengj I have seen your suggestion here on printing the function value from within the objective function Optim.jl, showing trace. I imagine this can’t be done in my case because the simplex is determined outside the objective function?
options = Optim.Options(store_trace = true, extended_trace = true, trace_simplex = true, iterations = 10^10)
res = optimize(b -> f(b, x0), b0, options)
for i = 1:Optim.iterations(res)
simp = get(Optim.trace(res)[i].metadata, "simplex", "na")
simp_val = get(Optim.trace(res)[i].metadata, "simplex_values", "na")
end