I think MATH-902 makes a reasonable request, but I don't think the exception is the right place to communicate last iteration data. When iterative algorithms fail to converge and TooManyEvaluations or other iteration bounds exceptions are thrown, the request in MATH-902 is to make the last iterate available as a field in the exception. My inclination would be to not to do this, but instead to adopt the convention that the class doing the iteration should maintain last iteration state information.
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