Solve documentation

[ocots]

We could add examples with the most common options. Or a list: print_level, tolerances...

[ocots]

@PierreMartinon Feel free to update the tutorial or to list here the most common options you think we can present / list.

[ocots]

Here or elsewhere, we should add a word about:

• selecting the linear solver
• use of HSL.jl
• use of MKL.jl

[PierreMartinon]

Most common options are now described in the CTDirect API doc and the solve-tutorial. More technical options such as linear solver choice / HSL / MKL are not presented yet.

[ocots]

@PierreMartinon We can

• [x] add the docstrings of the solve method,
• [x] add options examples,
• [ ] give a list of classical options: tol, max_iter
• [ ] explain how to select the linear solver.

[ocots]

@jbcaillau Add ExaModels usage, GPU...

[ocots]

I have started to explain in the solve manual that ExaModels can be used: see https://github.com/control-toolbox/OptimalControl.jl/pull/577.

We need to explain that the dynamics must be componentwise: maybe here.

We can give a word about GPU.

[jbcaillau]

hi @ocots i do not see your modification to the doc. i've created a branch, can you please merge what you've done in there? #580

[ocots]

I just wrote this

https://github.com/control-toolbox/OptimalControl.jl/blob/0497d90a56ede9eb97fd78c6f9a8402736355efc/docs/src/manual-solve.md?plain=1#L84

and this

https://github.com/control-toolbox/OptimalControl.jl/blob/0497d90a56ede9eb97fd78c6f9a8402736355efc/docs/src/manual-solve.md?plain=1#L90-L112