Access gradients automatically

[FinbarArgus]

Functionality is needed for accessing the automatic gradients from CVODES.

Rashmini Naranpanawa (PhD student) starting in February 2025 will be working on this.

[FinbarArgus]

The plan has changed to use CasADi for this, so that we can also get Hessians.. Rashmini is progressing on this

[agarny]

I have heard of CasADi, but I have never played with it. At least, it's written in C++.