(Recommended) Manually install the Eigen 3.4 package on your system: Download the package: https://packages.ubuntu.com/jammy/all/libeigen3-dev/download, install it: sudo dpkg -i libeigen3-dev_3.4.0-2ubuntu2_all.deb
Clone from https://gitlab.com/libeigen/eigen, git checkout 3.4. When running cmake for laOPT, use the argument -DEIGEN3_INCLUDE_DIRS=/path/to/Eigen.