Replace Nonlinear.ReverseAD.Coloring by SparseMatrixColorings

[blegat]

Backport of blegat/ArrayDiff.jl#102

We can now easily use the star coloring 🎉

using JuMP, Ipopt
import MathOptInterface as MOI
import SparseMatrixColorings as SMC

model = Model(Ipopt.Optimizer)
set_silent(model)

# Direct decompression selects star coloring.
algorithm = SMC.GreedyColoringAlgorithm(; decompression = :direct)
set_attribute(
    model,
    MOI.AutomaticDifferentiationBackend(),
    MOI.Nonlinear.SparseReverseMode(algorithm),
)

@variable(model, x, start = -1.2)
@variable(model, y, start = 1.0)
@objective(model, Min, (1 - x)^2 + 100 * (y - x^2)^2)

optimize!(model)

@show termination_status(model)  # LOCALLY_SOLVED
@show value(x) value(y) objective_value(model) # (x, y) ≈ (1, 1), objective ≈ 1.52e-22.

Include workarounds for

• Handle empty symmetric coloring patterns JuliaDiff/SparseMatrixColorings.jl#352
• Support star coloring in decompress_csc! JuliaDiff/SparseMatrixColorings.jl#353

We should wait for them to be merged and revisit before merging

Closes #2527
Closes #3104

[gdalle]

Any clue how this compares in terms of speed to the existing implementation (acyclic coloring, if memory serves?)?