Regression tests

`ExternalObjective` function to wrap external codes #1495

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Run time

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Job	Run time
regression_tests (3.10, 1)	15m 40s
regression_tests (3.10, 2)	29m 5s
regression_tests (3.10, 3)	24m 7s
regression_tests (3.10, 4)	16m 44s
regression_tests (3.10, 5)	26m 12s
regression_tests (3.10, 6)	14m 29s
	2h 6m 17s