Throw error from callback true in NLopt to halt optimization #1266

Job	Run time
test (Core, 1)	37m 11s
test (Core, 1.6)	18m 38s
test (OptimizationBBO, 1)	14m 17s
test (OptimizationBBO, 1.6)	17m 5s
test (OptimizationCMAEvolutionStrategy, 1)	15m 30s
test (OptimizationCMAEvolutionStrategy, 1.6)	14m 14s
test (OptimizationEvolutionary, 1)	13m 5s
test (OptimizationEvolutionary, 1.6)	14m 16s
test (OptimizationFlux, 1)	16m 9s
test (OptimizationFlux, 1.6)	15m 9s
test (OptimizationGCMAES, 1)	12m 50s
test (OptimizationGCMAES, 1.6)	14m 35s
test (OptimizationMetaheuristics, 1)	13m 27s
test (OptimizationMetaheuristics, 1.6)	19m 36s
test (OptimizationMOI, 1)	18m 25s
test (OptimizationMOI, 1.6)	21m 7s
test (OptimizationMultistartOptimization, 1)	13m 52s
test (OptimizationMultistartOptimization, 1.6)	18m 46s
test (OptimizationNLopt, 1)	13m 48s
test (OptimizationNLopt, 1.6)	15m 48s
test (OptimizationNOMAD, 1)	13m 26s
test (OptimizationNOMAD, 1.6)	17m 28s
test (OptimizationOptimJL, 1)	14m 46s
test (OptimizationOptimJL, 1.6)	20m 8s
test (OptimizationOptimisers, 1)	13m 48s
test (OptimizationOptimisers, 1.6)	14m 12s
test (OptimizationQuadDIRECT, 1)	15m 1s
test (OptimizationQuadDIRECT, 1.6)	14m 23s
test (OptimizationSpeedMapping, 1)	16m 34s
test (OptimizationSpeedMapping, 1.6)	17m 51s
test (OptimizationPolyalgorithms, 1)	15m 29s
test (OptimizationPolyalgorithms, 1.6)	18m 39s
	8h 49m 33s

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