[Ipopt] gradient scaling and stopping criteria

[Stefan Vigerske]

Hi,

> Moreover, if I specify hessian approximation to be exact,
> it is not clear what happens? I would expect, that if I 
> do not provide any hessian information and yet I desire
> exact hessian approximation, then the algorithm would 
> use finite differences to calculate the columns of the 
> hessian. Could you please explain how could I have IPOPT
> using finite differences to approximate the Hessian 
> whenever it needs it?

Setting hessian_approximation to exact means that Ipopt asks you for the
exact values of the hessian, so there is no approximation.
There is no option in Ipopt to approximate the hessian by finite
differences.

Stefan