[Ipopt] Ipopt not converging - step size too small?

[Damien Massart]

Dear all,

I ran an optimisation with Matlab & fmincon and it found a solution. The
exitflag value returned is 2 which means "change in x was less than
options.tolx (default=1e-10) and maximum constraint violation was less than
options.tolcon. if i put those "optimal" points into ipopt, it continues to
iterate (>3000) but the obective function does not change much. Therefore i
suspect steps size are very small and thus rhe optimizer is stuck. Is there
a way in ipopt to tell him to stop if step size are too small (e.g. tolx
parameter)?

Many thanks for your help!

Kind regards

Damien
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