Unit tests

`ExternalObjective` function to wrap external codes #1495

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Run time

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Job	Run time
unit_tests (1, 3.9)	15m 42s
unit_tests (2, 3.10)	11m 49s
unit_tests (3, 3.11)	14m 55s
unit_tests (4, 3.12)	16m 30s
unit_tests (5, 3.12)	13m 2s
unit_tests (6, 3.12)	16m 23s
unit_tests (7, 3.12)	14m 13s
unit_tests (8, 3.12)	12m 36s
	1h 55m 10s