Rewrite LCG as a call to FrankWolfe with the suitable LMO

[matbesancon]

lazified_conditional_gradient could, given a cache size set up the caching optimizer and call the frank_wolfe method.

[pokutta]

might not be completely trivial because you also need to manage the phi correctly

[matbesancon]

yes this one was postponed, the phi could be placed in the CachingLMO but there are some things in printing that are custom and a bit of a pain to rewrite

[pokutta]

yes true.

[matbesancon]

Closing for now, this may bring more complexity than anything