[Ipopt] NaN's on eval_f

[Marco Correia]

Hi,

 From what I understood from this post ( 
http://list.coin-or.org/pipermail/ipopt/2006-November/000655.html) one 
may safely set the objective value to NaN or a Inf from the eval_f callback.

  (by the way, in this case "Inf" is really the 
std::numeric_limits<double>::infinity() and not the 1e19 constants, right?)

I have a problem that is returning a NaN from eval_f and where Ipopt is 
calling finalize_solution with
status==Ipopt::SolverReturn::INVALID_NUMBER_DETECTED.

I would like to know if setting the objective to NaN in eval_f could 
generate this status error.

Some more information:
- I am allowing the objective value to be NaN or Inf, but I'm always 
returning true from eval_f function.
- The option "check_derivatives_for_naninf"  doesn't seem to make any 
difference.

Thanks!
Marco Correia
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