[Ipopt] initial point for finite difference check

[Fabian Wein]

I have some problems with the gradient check of the newest C++ IPOPT.

How can I enforce the design to be close around the initial point?

<option type="real" name="derivative_test_perturbation" value="1e-7"/>
<option type="real" name="point_perturbation_radius" value="1e-3"/

seems not to help.

I also had the very strange problem, that a defect in the objective 
gradient
was not detected but the difference approximation was close the wrong 
gradient.

Is this a scaling problem?

Thanks,

Fabian