[Bonmin] Errors in grad_f (and jac_g) according to Ipopt

[markus.hogberg at no.abb.com]

Hi,

I ran the tests for Bonmin (rev 434) with the Ipopt option "derivative_test
first-order" in bonmin.opt and was surprised to find
that the first run of Ipopt (in each test-case) did not report any errors
but in subsequent runs, elements in both grad_f and jac_g are wrong.
I've repeated the test both for the trunk and Bonmin-0.1 with the same
results.

Does someone know what the reason for this behaviour is?
My guess is that somehow the "old" inital-point is re-used  in bonmin (or
ipopt) when checking derivatives even if the bounds on variables (and the
initial point) have changed?
I do not know if this has an influence on the actual solution of the NLP in
ipopt, but it is an indication that something is wrong somewhere.

Best regards,

Markus Högberg

P.S.
I'm using cl from vs-8 and Digital Fortran 6.6 in cygwin on a WinXP.
There were syntax errors (that cl cannot handle) in
$path/Bonmin/test/InterfaceTest.cpp, Replaced sqrt(5) -> sqrt(5.0) on lines
115,178,196