Add support for non-dense matrices

[blegat]

Support for sparse matrices was a highly requested feature during JuMP-dev. This PR adds it and also test it on an AC-OPF example.

[codecov]

Codecov Report

❌ Patch coverage is 86.74699% with 11 lines in your changes missing coverage. Please review.
✅ Project coverage is 91.99%. Comparing base (36d8e99) to head (935edc4).

Files with missing lines	Patch %	Lines
src/reverse_mode.jl	88.88%	5 Missing ⚠️
src/JuMP/operators.jl	69.23%	4 Missing ⚠️
src/JuMP/moi_bridge.jl	90.00%	1 Missing ⚠️
src/mathoptinterface_api.jl	66.66%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main      #92      +/-   ##
==========================================
- Coverage   92.22%   91.99%   -0.24%     
==========================================
  Files          25       25              
  Lines        3217     3285      +68     
==========================================
+ Hits         2967     3022      +55     
- Misses        250      263      +13     

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