The extended convergence criteria measure the accuracy of the
solution of the linear approximation compared to the solution of the original nonlinear
problem. For this to work, the linear approximation needs to be reasonably good
at the point of linearization. In particular, it needs to be reasonably close to feasibility.
XSLP_ECFCHECK is used to determine what checking of feasibility is carried out at
the point of linearization. If the point of linearization at the start of an SLP iteration
is deemed to be infeasible, then the extended convergence criteria are not used to decide
convergence at the end of that SLP iteration.
If all that is required is to decide that the point of linearization is not feasible, then
the search can stop after the first infeasible constraint is found (parameter is set to 1). If the actual number of
infeasible constraints is required, then
XSLP_ECFCHECK should be set to 2, and all
constraints will be checked.
The number of infeasible constraints found at the point of linearization is returned in
XSLP_ECFCOUNT.