[Ipopt] More robust implementation of max_cpu_time option

[Roel De Coninck]

Dear ipopt users,

Is it possible to have a more strict implementation of the max_cpu_time
option?  The current implementation only checks the max_cpu_time during the
convergence step (
http://www.coin-or.org/Ipopt/documentation/node41.html#SECTION000112030000000000000
).

I have cases where I set the max_cpu_time, but it takes up to 10 times
longer before ipopt exits with the max_cpu_time exceeded status (eg 400s
instead of 25).  In these cases, it is always due to refactorizations
taking place.  These refactorizations are very slow, and it can take a long
time before the next convergence check.  Changing the refactorization
settings is not working, and would be a louzy workaround anyway.

In short: is it possible for ipopt to exit (shortly) after the
max_cpu_time, whatever ipopt is doing at that moment?

Thanks,
Roel
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