RFC: Expose xnew in C_wrapper, maintaining compat

[odow]

Replacement for #313, just so I can try it out. I don't know if we should merge this. The alternative is for the user to write a closure, which isn't that much work.

cc @sohailrreddy

[codecov]

Codecov Report

Merging #322 (3ea2f8f) into master (e5f978c) will increase coverage by 0.27%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #322      +/-   ##
==========================================
+ Coverage   87.80%   88.07%   +0.27%     
==========================================
  Files           3        3              
  Lines         697      713      +16     
==========================================
+ Hits          612      628      +16     
  Misses         85       85              

Impacted Files	Coverage Δ
src/C_wrapper.jl	88.54% <100.00%> (+1.59%)	⬆️

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[odow]

@sohailrreddy are you still interested in this? If not, I will close.

From #313 (comment):

I'd like to see a practical application where this makes a difference.

[odow]

Closing as stale. I understand the reasoning for this, so if anyone has a benchmark where this makes a difference in practice, please post a comment and we can re-open the PR.

[DaniFojo]

Hello. Exposing xnew could really be useful for us.

The reason is that our methods to compute objective, grad and constraint values all need to compute some shared data first, and then use that shared data. If xnew is exposed we can know if we need to recompute that shared data. The memoization closure won't work for us.

For example, if eval_f was just called with a given x, if eval_grad_f is called with the same x we can skip this computation.

Right now we are using our own fork of the package to do this, but I think it could be update this PR and merge it. I can do the PR if needed.

[odow]

I don't see why this can't be achieved with a closure? Please open a PR with your changes if you would like to discuss.