Add keywords argument for the subsolver of Augmented Lagrangian

I suggest adding a `sub_kwargs` for the Augmented Lagrangian algorithm.
This allows for instance to pass a callback in argument of the subsolver.

Start at the Augmented Lagrangian entry point and trace how the subsolver is invoked. Check how keyword arguments and callbacks are passed to that subsolver, then verify that a sub_kwargs argument reaches it without changing existing behavior.

Written by the indexing model from the issue text.