Add annealing to main training file

[mmuckley]

This adds annealing to the main training file. I didn't test this addition end-to-end, but I did try to trace through the code paths appropriately to make sure all necessary edits are there. In particular:

• The update properly reads annealing configs.
• The update loads the checkpoint for starting annealing, as well as continuation for existing annealing runs.
• The update adjusts the optimizer to match the parameters used for annealing runs (specifically, using a linear decay).
• The update adds the linear decay optimizer.

[ballasnicolas]

LGTM.

[garridoq]

LGTM