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Add option to save optimization trajectory #22

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Run time

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Job	Run time
pre-commit	2m 18s
docs	2m 7s
tests (3.9)	2m 13s
tests (3.10)	2m 14s
tests (3.11)	2m 15s
tests (3.12)	2m 14s
coverage	4s
	13m 25s