Implement KeyboardInterrupt termination

[relf]

Following discussion here, this PR implements the KeyboardInterrupt termination handling.

I've tested that it works properly with my solver.

As a follow-up discussion, I do not need the finalize method as initially I introduced it as a way to have a hook just at the end of the loop to check the NotTerminated and max iter not reached to detect keyboard interrupt like the existing check at the end of the run function.

Now that KeyboardInterrupt is handled I think this last check to set Aborted is useless as well, as the state is always terminated, if you're ok I remove it.

[stefan-k]

Thanks! I only have a minor comment and I agree that the old awkward check can be removed. I'm fine with not adding finalize for now.

[stefan-k]

Perfect, thanks!