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Fix test_nonlinear to have LOCALLY_SOLVED as the .optimal_status #566

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Run time

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Job	Run time
Julia 1.6-ubuntu-latest-x64-8.14.0	11m 20s
Julia 1.6-ubuntu-latest-x64-9.4.1	10m 44s
Julia 1.6-macOS-latest-x64-8.14.0	9m 38s
Julia 1.6-macOS-latest-x64-9.4.1	12m 7s
Julia 1.6-windows-latest-x64-8.14.0	19m 20s
Julia 1.6-windows-latest-x64-9.4.1	21m 54s
Julia 1-ubuntu-latest-x64-8.14.0	14m 53s
Julia 1-ubuntu-latest-x64-9.4.1	14m 56s
Julia 1-macOS-latest-x64-8.14.0	17m 32s
Julia 1-macOS-latest-x64-9.4.1	15m 0s
Julia 1-windows-latest-x64-8.14.0	16m 42s
Julia 1-windows-latest-x64-9.4.1	16m 1s
Julia 1-macos-14-aarch64-9.4.1	11m 24s
	3h 11m 31s