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Parametric sensitivity calculation in the Nlpsol base class #724
The NLP solver base class has now an output for parametric sensitivities, see #566. This should be calculated during the optimization (possibly using the fact that it's an auxilliary output for the Hessian evaluation).
As a by-product of this calculation, correct multipliers could be calculated, which should be possible without extra overhead. This would resolve for example #667.