Add more NLS tests + test for JuMP only models #867

Job	Run time
Julia 1 - ubuntu-latest - x64 - pull_request	12m 25s
Julia 1 - macos-latest - arm64 - pull_request	8m 51s
Julia lts - macos-latest - x64 - pull_request	22m 15s
Julia lts - windows-latest - x64 - pull_request	15m 0s
Julia lts - ubuntu-latest - x64 - pull_request	12m 41s
Julia 1 - windows-latest - x64 - pull_request	13m 23s
Julia pre - windows-latest - x64 - pull_request	14m 39s
Julia pre - ubuntu-latest - x64 - pull_request	11m 32s
Julia pre - macos-latest - x64 - pull_request	18m 21s
Julia 1 - macos-latest - x64 - pull_request	15m 35s
	2h 24m 42s

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