Remove some allocations in CUTEst.jl

[amontoison]

#302

[codecov]

Codecov Report

Attention: Patch coverage is 97.95918% with 1 line in your changes missing coverage. Please review.

Project coverage is 77.98%. Comparing base (f2ad6a4) to head (5316a01).
Report is 71 commits behind head on main.

Files	Patch %	Lines
src/julia_interface.jl	97.95%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main     #391       +/-   ##
===========================================
- Coverage   89.11%   77.98%   -11.14%     
===========================================
  Files           5        8        +3     
  Lines         790     1517      +727     
===========================================
+ Hits          704     1183      +479     
- Misses         86      334      +248     

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