Store grad/hess in state for Optim.jl

[sethaxen]

The gradient and hessian when optimizing with Optim.jl were never added to the OptimizationState even when available. This PR adds them whenever available.

Checklist

• Appropriate tests were added
• The new feature was added in a way that does not break public API
• New documentation related to the new feature was added
• The new code follows the
  contributor guidelines, in particular the SciML Style Guide and
  COLPRAC.

Additional context

Add any other context about the problem here.

[codecov]

Codecov Report

Attention: Patch coverage is 75.00000% with 1 lines in your changes are missing coverage. Please review.

Project coverage is 11.96%. Comparing base (d4f90fd) to head (0a417ea).
Report is 17 commits behind head on master.

Files	Patch %	Lines
lib/OptimizationOptimJL/src/OptimizationOptimJL.jl	75.00%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##           master     #716       +/-   ##
===========================================
- Coverage   40.84%   11.96%   -28.88%     
===========================================
  Files          31       21       -10     
  Lines        2522     1438     -1084     
===========================================
- Hits         1030      172      -858     
+ Misses       1492     1266      -226     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.