Let users configure sparsity detector and coloring algorithm

[gdalle]

See the discussion in #230 (comment)

[amontoison]

It's already the case. It's a keyword augment of SparseADHessian and SparseADJacobian.
https://github.com/JuliaSmoothOptimizers/ADNLPModels.jl/blob/main/src/sparse_hessian.jl#L24

[gdalle]

Where is it documented? Can't find those in the API reference

[gdalle]

If it's not documented, users can't know where to change it

[gdalle]

Same goes for the coloring algorithm since #244

[amontoison]

Let's update everything after that we switch to DifferentiationInterface.jl.

[gdalle]

Roadmap:

1. Track down where we inserted the sparsity detector and coloring algorithms in PRs Use SparseConnectivityTracer.jl #230 and Replace ColPack with SparseMatrixColorings #244
2. Tell users how they can change it

[amontoison]

@gdalle I'm wondering if we could not use a symmetric_coloring before rely we rely on DI.jl.
We probably just need to update https://github.com/JuliaSmoothOptimizers/ADNLPModels.jl/blob/main/src/sparse_hessian.jl#L208-L216.

[gdalle]

Yes you can, I outlined how to do it in #246.

[amontoison]

Done in #249