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Referenced the following during implementation:
https://github.com/jump-dev/Ipopt.jl/tree/4c156461ef1fda3c9f015520197afda4e8ca3e26?tab=readme-ov-file#solver-specific-callbacks
https://coin-or.github.io/Ipopt/IpStdCInterface_8h.html#ab86b55545fa3e0232a0e646409e0e82b
Add basic functionality, need to add:
using internal callbacks, here are the primal variables as Ipopt optimizes. This was generated via saving the plots on the "Callback can get internal history" test