shorten the OptimizationMadNLP tests

[SebastianM-C]

Checklist

• Appropriate tests were added
• Any code changes were done in a way that does not break public API
• All documentation related to code changes were updated
• The new code follows the
  contributor guidelines, in particular the SciML Style Guide and
  COLPRAC.
• Any new documentation only uses public API

Additional context

Add any other context about the problem here.

[SebastianM-C]

As far as I can tell it's a compile time issue for the exact Hessian case. In any case, the CI times should be more reasonable now.