Added the roadmap

roadmap/features/06-callback-set.md

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+# Feature: CallbackSet
+
+## Overview
+
+CallbackSet allows composing multiple callbacks (both continuous and discrete) with controlled ordering and execution priority. Essential for complex simulations with multiple events.
+
+## Why This Feature Matters
+
+- Manage multiple callbacks cleanly
+- Control execution order
+- Enable/disable callbacks dynamically
+- Foundation for advanced callback patterns
+
+## Dependencies
+
+- Discrete callbacks (feature #5)
+- Continuous callbacks (already implemented)
+
+## Implementation Approach
+
+```rust
+pub struct CallbackSet<'a, const D: usize, P> {
+    continuous_callbacks: Vec<ContinuousCallback<'a, D, P>>,
+    discrete_callbacks: Vec<DiscreteCallback<'a, D, P>>,
+    // Optional: priority/ordering information
+}
+```
+
+## Implementation Tasks
+
+- [ ] Define CallbackSet struct
+- [ ] Builder pattern for adding callbacks
+- [ ] Execution order management
+- [ ] Integration with Problem solve loop
+- [ ] Testing with multiple callbacks
+- [ ] Documentation
+
+## Complexity Estimate
+
+**Effort**: Small (3-4 hours)
+**Risk**: Low