[Ipopt] Use previously allocated memory with Ipopt

[R zu]

Hi.

Q1: If I have already allocated some memory, can use that for holding
Jacobian etc for Ipopt by providing the pointers to Ipopt? Alternatively,
can I get the pointer to the chunk of memory used by ipopt to hold the
Jacobian, Hessian, objective, and variables?

Use case: I am using the Eigen 3 library (SIMD linear algebra library). It
has some convenient methods for indexing the array, which makes building
the Jacobian/Hessian easier. However, some methods requires the underlying
memory has simd memory alignment. I want to use Eigen 3 to build/update the
Jacobian etc and use Ipopt to do the optimization.

Q2: Can I use float instead of double for ipopt? When I look at the
definition of Ipopt::Number, it is double instead of float.

Thanks.
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