Memory leak due to Jacobian error

I encountered this issue while using KNITRO to solve the CUTEst problem "HS73". The solver keeps consuming progressively more memory, eventually leading to a crash due to memory exhaustion.

Here is the raw log of the failed optimization problem.

[knitro_hs73_log.txt](https://github.com/user-attachments/files/19093804/knitro_hs73_log.txt)

Steps to recreate the issue:
```
using CUTEst, NLPModelsKnitro
function decodemodel(name)
finalize(CUTEstModel(name))
end
prob="HS73"
broadcast(decodemodel, prob)
model=CUTEstModel(prob; decode=false)
results = knitro(model,
linsolver = 0,
maxtime_real = 100,
feastol = 1e-5,
linsolver_numthreads = 60,
outmode = 2,
outlev = 4,
outname = "./debug.log")
finalize(model)
```

Same behavior is observed with MA57 as well.
I approached Artelys for support as well and this is the response I got:
"As soon as this message occurs, Knitro should terminate. The fact that it doesn’t is an indication that the CUTEst interface to Knitro (which handles the Jacobian evaluation) is not handling this case properly in the callback evaluation. The gradient/Jacobian callback in CUTEst should return KN_RC_EVAL_ERR when an evaluation error occurs."