[Ipopt] contraint violation - e+14 !?!

[Sebastian Nowozin]

Dear Denis Davydov,

just from my experience with Ipopt: seeing 500 iterations is unusual.
I have only seen such behaviour when the limited-memory quasi-Newton
approximation to the Hessian matrix is used, but not with the exact
Hessian.  Do you provide the exact Hessian?

Also, this might be obvious, but did you ensure your gradient and
Hessian computations are correct by checking them against
finite-differences?  (When computing the objective takes too long for
this to be feasible you can just test a few dimensions sampled at
random.)

Regards,
Sebastian