Add ability to silence warnings for failure to converge

[miles-1]

Is your feature request related to a problem? Please describe.

The default behavior for solving an optimization problem (to give a warning if the solver fails to converge) is appropriate. However, in cases where this failure can be handled after solving, such a warning takes away control of terminal appearance (e.g., progress bars). I've run into this warning in OptimizationNLopt.jl:

# lines 298-300
if retcode == ReturnCode.Failure
    @warn "NLopt failed to converge: $(ret)"
end

Describe the solution you’d like

There should be a way to specifically silence the warning that appears when the optimization algorithm does not converge. Example implementation as a new argument to solve (in the context of differential equation solutions):

f((t,), _=nothing) = soln(t, idxs=1)
optf = OptimizationFunction(f, AutoForwardDiff())
optprob = OptimizationProblem(optf, [initial_guess], lb=[first(t_span)], ub=[last(t_span)])
opt = solve(optprob, NLopt.LD_LBFGS(), silence_failure_warning = true) # new keyword argument here
if opt.retcode != ReturnCode.Success
    # handle failure here
end

Describe alternatives you’ve considered

So far, I've found two solutions that work, but both silence all warnings instead of just the relevant one:

opt = redirect_stderr(devnull) do
    solve(optprob, NLopt.LD_LBFGS())
end
# this redirects everything going to stderr & can cause problems if used within a thread

using Logging

const quiet_logger = SimpleLogger(devnull, Logging.Error)

opt = with_logger(QuietLogger(Logging.Info)) do
    solve(optprob, NLopt.LD_LBFGS())
end
# silences all warnings, and also requires import of another package