Functionality for storing intermediate solver states

[bobisnot]

Hi, thanks for providing these packages! I was working with the Altro solver on some optimization problems, and I was wondering if there was any functionality built in to allow intermediate solver states to be stored and to save intermediate controls, costs, etc. For example, does this support a function to callback each iteration? It would be helpful to be able to visualize the process of solving the optimization problem and to analyze what progress the solver is making at each iteration. Thank you!