Heuristic callbacks

Other relevant PRs:

 * MathProgBase: https://github.com/JuliaOpt/MathProgBase.jl/pull/22
 * Gurobi: https://github.com/JuliaOpt/Gurobi.jl/pull/16
 * CPLEX:
 * GLPK: https://github.com/JuliaOpt/GLPKMathProgInterface.jl/pull/9