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

• [x] Appropriate tests were added
• [x] The new feature was added in a way that does not break public API
• [ ] New documentation related to the new feature was added
• [x] 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[bot]]

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 :warning:

Additional details and impacted files

```diff @@ 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 ```

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