WIP: HiGHS Callbacks

[mckib2]

Reference issue

What does this implement/fix?

• adds callbacks that are run every iteration of HiGHS IPX

Additional information

• based on mckib2:2022-10-13-highs-update

[mdhaber]

We discussed that when I tried to update the submodule, git said that it couldn't find the commit. I changed into the scipy/_lib/highs directory, added your fork of HiGHS as a remote, and fetched it. I returned to the main SciPy directory and did git submodule update --init successfully. I tried to build, but I got:

Traceback (most recent call last):
  File "C:\Users\mhaberla\Desktop\scipy\scipy\setup.py", line 33, in <module>
    from numpy.distutils.core import setup
  File "C:\Users\mhaberla\Anaconda3\envs\pythran\lib\site-packages\numpy\__init__.py", line 140, in <module>
    from . import core
  File "C:\Users\mhaberla\Anaconda3\envs\pythran\lib\site-packages\numpy\core\__init__.py", line 100, in <module>
    from . import _add_newdocs_scalars
  File "C:\Users\mhaberla\Anaconda3\envs\pythran\lib\site-packages\numpy\core\_add_newdocs_scalars.py", line 9, in <module>
    import platform
  File "C:\Users\mhaberla\Anaconda3\envs\pythran\lib\platform.py", line 119, in <module>
    import subprocess
  File "C:\Users\mhaberla\Anaconda3\envs\pythran\lib\subprocess.py", line 48, in <module>
    import signal
  File "C:\Users\mhaberla\Desktop\scipy\scipy\signal\__init__.py", line 309, in <module>
    from . import _sigtools, windows
  File "C:\Users\mhaberla\Desktop\scipy\scipy\signal\windows\__init__.py", line 42, in <module>
    from ._windows import *
  File "C:\Users\mhaberla\Desktop\scipy\scipy\signal\windows\_windows.py", line 7, in <module>
    from scipy import linalg, special, fft as sp_fft
  File "C:\Users\mhaberla\Desktop\scipy\scipy\__init__.py", line 65, in <module>
    from numpy import __version__ as __numpy_version__
ImportError: cannot import name '__version__' from partially initialized module 'numpy' (most likely due to a circular import) (C:\Users\mhaberla\Anaconda3\envs\pythran\lib\site-packages\numpy\__init__.py)