[Ipopt] re-use AmplTNLP

[Ali Baharev]

Dear Developers,

I have to solve the same problem (C++ interface) many-many times with
different bounds on the variables and different starting points but
apart from that the problem structure remains unchanged. The problem
is read from a .nl file but after that no file I/O is allowed.

The AmplTNLP class is almost what i have been looking for.

Unfortunately it is not clear to me how i should change the variable
bounds and the initial point after solving a problem. I think i could
do it by calling AmplSolverObject and manipulating the corresponding
values but i am in trouble with the "Flags to track internal state"
and how to set them.

Any help is greatly appreciated.

Ali

P.S. i know for a fact that it is solved in LaGO (it seems to me with
a custom class) thus i am forwarding this message to that list too.