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[WIP] Make auglag generic and reusable with all solvers #833

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[WIP] Make auglag generic and reusable with all solvers #833

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Checklist

  • Appropriate tests were added
  • Any code changes were done in a way that does not break public API
  • All documentation related to code changes were updated
  • The new code follows the
    contributor guidelines, in particular the SciML Style Guide and
    COLPRAC.
  • Any new documentation only uses public API

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