Callback parameter for solvers

[adler-j]

It is often of interest to inspect partial results of a solver, perhaps for debugging or for somehow displaying partial results.

The solvers in Scipy provides a solution to this in allowing users to pass a callable that is called with the current iterate, see e.g. scipy.optimize.minimize and scipy.optimize.fmin_bfgs. ODL does the same in all of its solvers and also provides some standardized callbacks, see odl.solvers.util.callback.

It would be nice if ProxImaL also had this functionality.