Options in documentation

[ocots]

@AnasXbouali It is normal that the options you pass to the solve method depends on the solver you choose. We do not uniform the names, since it would be confusing for someone who have habits with the solvers. However, we could imagine to map madnlp options to ipopt names, but there are some options in ipopt that do not even exist for madnlp.

We explain in the documentation that the options depends on the solver, see https://control-toolbox.org/OptimalControl.jl/stable/manual-solve.html#manual-solve-solvers-specific-options.

• MADNLP options: https://madsuite.org/MadNLP.jl/stable/options
• IPOPT options: https://coin-or.github.io/Ipopt/OPTIONS.html.

[!NOTE]
I need to add an example of an options with the same name but different values to provide.

Originally posted by @ocots in #628