Add checkpointing and hot start #197
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This PR adds the ability to restart from previous saved iteration (checkpoint) either to complete to the max nb of iterations after an interruption or even to continue the optimization for an extended number of iterations after max_iters is reached.
This behaviour is controlled by the
hot_startinteger parameter which has to be set at least to 0 to enable the checkpointing and optionally set to n_iters > 0 to trigger n_iters iterations aftermax_itersis reached.