[Coin-ipopt] Feasible iterations only

[Juan E. Suris]

Hello All!,
I need to have Ipopt produce only feasible iterations. This is because I need to write a callback routine that at every iteration checks for a condition and if the condition is true, it must terminate the optimization. I need to guarantee that at any time I terminate the optimization I end up with a feasible point. The problem is convex.

I am not sure which options I need to set to accomplish this. Any help would be appreciated.
Thanks,
Juan
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