[FEATURE] ways to save logs of search path [PSO]

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https://github.com/esa/pagmo2/discussions/595
to save parameters in the search path, for example, in PSO.
**Describe the solution you'd like**
Making attempt of putting
```cpp
mutable std::mutex file_mutex;

int tscall::write_to_file(std::string content) const {
std::lock_guard lock(file_mutex); // Locking to prevent race condition
std::ofstream file(filename, std::ios::app); // Open in append mode
if (file.is_open()) {
file << content << std::endl;
} else {
std::cerr << "Error opening file!" << std::endl;
}
}
```
in
https://github.com/esa/pagmo2/blob/ac7b6d2b1eef0f4734c07b081d908caf3177f5e9/src/problems/rosenbrock.cpp#L51-L59

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**Describe alternatives you've considered**
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