[Ipopt] Convergence issue using L-BFGS to approximate Hessian

[Chunhua Men]

Hello all,

For my optimization model, Hess is very dense and then computing Hess is
very time-consuming, so I have to use L-BFGS option to approximate Hess.
Then I get convergence issue. By setting different maximal number of
iterations (eg, 200, 2,000, 10,000), I notice that there is not much
improvement of the solution. I tried to play with the stopping criteria,
but none really helps. Can anyone give me some suggestions to improve the
convergence?

Thanks, Chunhua
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