Update callback behavior in solvers to return false on user exit request

[MohamedLaghdafHABIBOULLAH]

To solve this 250 @dpo @MaxenceGollier.

[Copilot]

Pull Request Overview

This PR modifies callback behavior in optimization solvers to properly handle user exit requests. The change allows callbacks to return a boolean value indicating whether the user has requested termination, which is then used to set the solver status appropriately.

Key changes:

• Updated callback default behavior to return false instead of nothing
• Added user_requested_exit parameter to status determination logic
• Modified all solver algorithms to capture and use callback return values

Reviewed Changes

Copilot reviewed 8 out of 9 changed files in this pull request and generated 2 comments.

Show a summary per file

File	Description
src/utils.jl	Added user_requested_exit parameter to get_status function and updated status logic
src/TR_alg.jl	Updated callback default and integrated user exit handling in TR solver
src/TRDH_alg.jl	Updated callback default and integrated user exit handling in TRDH solver
src/R2_alg.jl	Updated callback default, added return statement to internal callback, and integrated user exit handling
src/R2N.jl	Updated callback default and integrated user exit handling in R2N solver
src/R2DH.jl	Updated callback default and integrated user exit handling in R2DH solver
src/LM_alg.jl	Updated callback default and integrated user exit handling in LM solver
src/LMTR_alg.jl	Updated callback default and integrated user exit handling in LMTR solver

---

_{Tip: Customize your code reviews with copilot-instructions.md. Create the file or learn how to get started.}

[codecov]

Codecov Report

❌ Patch coverage is 95.65217% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 84.69%. Comparing base (e0f214d) to head (e56afea).
⚠️ Report is 248 commits behind head on master.

Files with missing lines	Patch %	Lines
src/TRDH_alg.jl	66.66%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##           master     #251       +/-   ##
===========================================
+ Coverage   61.53%   84.69%   +23.16%     
===========================================
  Files          11       13        +2     
  Lines        1292     1627      +335     
===========================================
+ Hits          795     1378      +583     
+ Misses        497      249      -248     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

[dpo]

Please read the documentation. The callback mechanism already allows you to stop. The mechanism is the same as in JSOSolvers.