OK,
for future reference I have found this site with many information about the 
options: http://www.coin-or.org/Ipopt/documentation/node39.html

I also provide a simple example of what one can use:

# ===============================================================

using JuMP
using Ipopt     

"""
Problem: Solve the Rosenbrock function
"""

# For more information see here:
# https://jump.readthedocs.org/en/latest/installation.html#getting-solvers

tic()

# Information about Ipopt options here:
# http://www.coin-or.org/Ipopt/documentation/node39.html

m = Model(solver=IpoptSolver(tol = 1e-8, max_iter = 200, output_file = 
"results.txt"))


@defVar(m, x1)
@defVar(m, x2)


@setNLObjective(m, Min,  100(x2-x1^2)^2 + (1-x1)^2)


setValue(x1, -1.2)
setValue(x2, 1)

status = solve(m)

println("got ", getObjectiveValue(m), " at ", [getValue(x1), getValue(x2)])

toc()

# ===============================================================

One last question that I have is whether we can use some kind of delimiter 
that can give us the result in a csv file, but not in one column, but 
rather in deifferent ones.



Τη Κυριακή, 23 Νοεμβρίου 2014 3:10:34 μ.μ. UTC-5, ο χρήστης Pileas έγραψε:
>
> Hi, 
>
> using JuMP we have a relatively easy way to solve for  non-linear problems.
>
> Usually we have the following preamble:
>
> # --------------------------------------------------------------------
> using JuMP
> using Ipopt     # For any kind of constraints
>
> m = Model(solver=IpoptSolver())
>
> ...
>
> # --------------------------------------------------------------------
>
> In the above we can see that Ipopt is empty of options (I guess that it 
> uses the pre-sets), however what if someone wants to change the options. Is 
> there any list of options for Ipopt that works in Julia?
>

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