[Ipopt] Ipopt without derivatives

[Andrea Walther]

Hi Michele,

if you have the evaluations as C code you could use
algorithmic differentiation (AD) for the provision of the derivatives.

For example the AD tool ADOL-C has been coupled with Ipopt
for providing the derivatives. Some example with and without
exploiting sparsity are contained in the example directory
of ADOL-C (http://www.coin-or.org/projects/ADOL-C.xml)

Best regards

Andrea