[Ipopt] recalc_y option for limited memory Hessian approximation

[Chunhua Men]

Hi,

I got he convergence issue by using limited memory Hessian approximation
option for my test case - the dual infeasibility value was very high.  So I
played with recalc_y a little bit. But I got the exactly same solution for
each iteration by setting it as "yes" and as "no". I tried different
optimization models, and I always got the same solutions. By setting it as
"yes", I also changed the "recalc_y_feas_tol" to different values, but the
solution from each iteration still did not change.

What I did to changes the parameters are like these"
App->Options()->SetStringValue("recalc_y","yes");
App->Options()->SetStringValue("recalc_y","no");

Anyone can help me on it? or is there any other settings to make "limited
memory Hessian approximation" work better? For my case, computing Hess is
too expensive.

Thanks, Chunhua
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