[Ipopt] Extract Objective Function Gradient in finalize_solution(...)

[Hans Pirnay]

Hi Knut,

Ipopt does not keep around gradients of the fixed variables. However,
you can easily do that yourself. If I remember correctly, Ipopt fixes
only variables with upper bound == lower bound. Therefore, you can
figure out in your own TNLP all variables that will be fixed and
insert the gradients corresponding to these variables after the call
to ResortX. This way, you only need to recompute the gradients w.r.t.
the fixed variables. Alternatively, you could just remove those
variables with lb==ub from your problem description.

best
Hans