Implement AbstractDenseNLPModel

[tmigot]

This was motivated by the discussion in #376 and discussions with @dpo @abelsiqueira .

TODO:

• Add an abstract type, abstract type AbstractDenseNLPModel <: AbstractNLPModel end in https://github.com/JuliaSmoothOptimizers/NLPModels.jl/blob/main/src/NLPModels.jl
• define jac!(), hess!() and jth_hess! only for types that are <: AbstractDenseNLPModel (adapt Add methods for dense Hessian and dense Jacobian #378) -- docstring in src/nlp/api.jl
• Implement hess_coord/structure, jth_hess_coord/structure and jac_coord/structure using the dense matrices (so that it is compatible with solvers) in a new file dense.jl in the folder src/nlp
• Add the new API in problems from NLPModelsTest with tests
• Add a concrete implementation in ManualNLPModels
• Add a concrete implementation in ADNLPModels

@frapac @sshin23 @amontoison