Intermediate callback method

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Anders

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Dec 8, 2010, 2:16:21 AM12/8/10
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In Ipopt 3.9 and later, the C interface has been extended with an
intermediate callback function which, if defined, is called every
iteration and can report various intermediate information about the
ongoing optimization. Furthermore, by setting the return value to
FALSE it is possible to manually terminate the optimization.

I have now implemented support for this intermediate callback function
in csipopt. Currently, the updated code is only in the trunk, and the
API documentation has not been updated yet. However, I plan to update
the API documentation and create a new csipopt source code release
very soon.

I have updated the C# optimization example to use the new intermediate
callback method conditionally, if the symbol INTERMEDIATE is defined.
I have also provided an additional batch script that compiles the
example with the INTERMEDIATE symbol defined, to display the effect of
the implemented callback.

It is important to note that the intermediate callback method is only
applicable together with an Ipopt39 or later DLL. However, it should
be possible to use the updated C# Ipopt class as-is with earlier
versions of the Ipopt DLL, as long as the intermediate callback method
is not utilized.

/ Anders
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