This API is currently available in C++ and Python.
The OECheckpoint0 class is an abstract class which provides a “callback” facility to monitor the progress of an optimization. In addition, the checkpoint class can also be used to control the termination of an optimization. This class is specifically for use with optimizers which do not use gradients.
bool operator()(unsigned int iteration, unsigned int nvar, double fval, const double *var=(double *) 0, unsigned int state=0)
This operator method is called by an optimizer at least once per iteration during an optimization. The variables passed to the method from the optimizer reflect the current state of an optimization.