More conditionals for not calculating hessian in NLopt #2040

Job	Run time
test (Core, 1)	24m 34s
test (OptimizationBBO, 1)	15m 2s
test (OptimizationCMAEvolutionStrategy, 1)	14m 52s
test (OptimizationEvolutionary, 1)	15m 21s
test (OptimizationGCMAES, 1)	14m 58s
test (OptimizationManopt, 1)	23m 55s
test (OptimizationMetaheuristics, 1)	17m 5s
test (OptimizationMOI, 1)	16m 44s
test (OptimizationMultistartOptimization, 1)	14m 40s
test (OptimizationNLopt, 1)	14m 39s
test (OptimizationNOMAD, 1)	14m 46s
test (OptimizationOptimJL, 1)	16m 37s
test (OptimizationOptimisers, 1)	16m 30s
test (OptimizationPRIMA, 1)	15m 7s
test (OptimizationQuadDIRECT, 1)	15m 39s
test (OptimizationSpeedMapping, 1)	15m 41s
test (OptimizationPolyalgorithms, 1)	15m 17s
test (OptimizationNLPModels, 1)	16m 7s
	4h 57m 34s

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