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Add Merge Overlapping Intervals algorithm

Problem Description

Overlapping Intervals Merge is a classic problem that is meant to showcase the use of sorting for problem solving. The problem is as follows:
Given a set of intervals, merge all overlapping intervals and return the result. For example, given the following intervals:

[25, 30], [2, 19], [14, 23], [4, 8]

Return:

[2, 23], [25, 30]

The intervals [2, 19], [4, 8] and [14, 23] overlap, so they should be merged into [2, 23]. The intervals [25, 30] is thus disjoint, so it should remain separate.

Enhancement proposal

Add a merge function taking a list of intervals as an input and returning a list of merged intervals as the output. The function should be performant and have as little cpu/memory footprint as possible.

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