Add callback_fids option to Calibrate(...)

[shaimach]

Describe the missing feature

OptimalControl(...) supports a callback_fids=[...] option. Calibrate(...) does not. It should.

Describe the solution you'd like

Add an callback_fids=[...] option to Calibrate(...)

Describe alternatives you've considered

Death

Additional context

Generally, interface to all 3 optimizations should be as similar as possible