Distance to VectorNonlinearOracle

[Robbybp]

Kind of addresses #2912. Here I just leave the "type of distance" undefined. This works for primal_feasibility_report.

[odow]

Tricky, tricky, tricky.

I tend to think we make an exception. There's no way we can report the distance in x space.

We could potentially scale by ∇f, so some sort of "projection of linearised-f"?

Or we just make an exception for this set.