Add the function callback feature at each iteration.

[caiofcm]

Add callback function as discussed in issue #359

• Description

The change added the feature of calling a callback function at each iteration.

• Related Issue

  359

• Motivation and Context

  Option to call a callback function for user custom tasks

• How Has This Been Tested?

• Added test at test_global_best.py checking the standard output

Types of changes

• [x] New feature (non-breaking change which adds functionality)

Checklist:

• [x] My code follows the code style of this project.
• [x] My change requires a change to the documentation.
• [x] I have updated the documentation accordingly.
• [x] I have read the CONTRIBUTING document.
• [x] I have added tests to cover my changes.
• [x] All new and existing tests passed.

Obs: after running black some other files were formatted.

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[ljvmiranda921]

Thanks for this PR! Will review this on the weekend (July 2-3)