A safety measure for the projected Newton step:

Andrew Lambe · dpo · commit 17da30c56876 · 2017-01-29T12:22:42.000-05:00
- if the trust region solver made no progress, (because it thinks the
problem is already solved,) exit immediately
diff --git a/nlp/optimize/tron.py b/nlp/optimize/tron.py
@@ -217,6 +217,10 @@ def projected_newton_step(self, x, g, H, delta, l, u, s, cgtol, itermax):
                       further progress: ‖pₖ‖ = Δ.
 
             info = 3  Failure to converge within itermax iterations.
+
+            info = 4  The trust region solver could make no further progress
+                      on the problem, i.e. the computed step is zero. 
+                      Return with the current point.
         """
         self.log.debug("entering projected_newton_step")
         exitOptimal = False
@@ -264,6 +268,11 @@ def projected_newton_step(self, x, g, H, delta, l, u, s, cgtol, itermax):
             step = self.solver.step
             iters += self.solver.niter
 
+            # Exit if the solver took no additional steps
+            if self.solver.niter == 0:
+                exitOptimal = True
+                info = 4
+
             # Use a projected search to obtain the next iterate
             (xfree, proj_step) = self.projected_linesearch(x[free_vars],
                                                            l[free_vars],
