Throw error from callback true in NLopt to halt optimization #1265

Job	Run time
test (Core, 1)	33m 53s
test (Core, 1.6)	18m 13s
test (OptimizationBBO, 1)	12m 56s
test (OptimizationBBO, 1.6)	14m 20s
test (OptimizationCMAEvolutionStrategy, 1)	12m 47s
test (OptimizationCMAEvolutionStrategy, 1.6)	14m 28s
test (OptimizationEvolutionary, 1)	15m 22s
test (OptimizationEvolutionary, 1.6)	16m 48s
test (OptimizationFlux, 1)	13m 38s
test (OptimizationFlux, 1.6)	13m 48s
test (OptimizationGCMAES, 1)	15m 5s
test (OptimizationGCMAES, 1.6)	13m 54s
test (OptimizationMetaheuristics, 1)	12m 50s
test (OptimizationMetaheuristics, 1.6)	14m 19s
test (OptimizationMOI, 1)	16m 3s
test (OptimizationMOI, 1.6)	20m 34s
test (OptimizationMultistartOptimization, 1)	17m 4s
test (OptimizationMultistartOptimization, 1.6)	18m 33s
test (OptimizationNLopt, 1)	16m 59s
test (OptimizationNLopt, 1.6)	16m 39s
test (OptimizationNOMAD, 1)	13m 56s
test (OptimizationNOMAD, 1.6)	15m 9s
test (OptimizationOptimJL, 1)	14m 45s
test (OptimizationOptimJL, 1.6)	18m 54s
test (OptimizationOptimisers, 1)	14m 5s
test (OptimizationOptimisers, 1.6)	15m 24s
test (OptimizationQuadDIRECT, 1)	14m 30s
test (OptimizationQuadDIRECT, 1.6)	14m 6s
test (OptimizationSpeedMapping, 1)	12m 27s
test (OptimizationSpeedMapping, 1.6)	17m 38s
test (OptimizationPolyalgorithms, 1)	12m 44s
test (OptimizationPolyalgorithms, 1.6)	17m 3s
	8h 28m 54s

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