[examples] Add constrained LQR C++ example

Simple-Robotics / aligator

A versatile and efficient framework for constrained trajectory optimization

https://simple-robotics.github.io/aligator/

BSD 2-Clause "Simplified" License

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Closed ManifoldFR closed 2 months ago

ManifoldFR commented 2 months ago

This PR is a backport from the aligator-next branch