Indicates whether it is desired to check for Nan/Inf in derivative matrices
Activating this option will cause an error if an
invalid number is detected in the constraint
Jacobians or the Lagrangian Hessian. If this is
not activated, the test is skipped, and the
algorithm might proceed with invalid numbers and
The default value for this string option is "no".
- no: Don't check (faster).
- yes: Check Jacobians and Hessian for Nan and Inf.