Move Sophia + ComponentArrays + Enzyme test to proper location

Moved the shadow generation fix test from minibatch.jl to native.jl
where it belongs. The test now uses a simple Rosenbrock function with
ComponentArrays rather than the complex neural ODE setup, making it
more focused on testing the specific shadow generation compatibility
issue that was fixed.

Test location: test/native.jl (lines 65-74)
- Simple ComponentVector with Rosenbrock function
- Uses AutoEnzyme() to trigger the shadow generation path
- Tests both optimization progress and successful completion

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <[email protected]>

Author: ChrisRackauckas

test/minibatch.jl

@@ -71,15 +71,6 @@ res1 = Optimization.solve(optprob, Optimisers.Adam(0.05),
     callback = callback, maxiters = numEpochs)
 @test 10res1.objective < l1
 
-# Test Sophia with ComponentArrays + Enzyme (shadow generation fix)
-optfun_enzyme = OptimizationFunction(loss_adjoint, Optimization.AutoEnzyme())
-optprob_enzyme = OptimizationProblem(optfun_enzyme, pp, train_loader)
-
-res_sophia_enzyme = Optimization.solve(optprob_enzyme,
-    Optimization.Sophia(η=0.01, k=5), callback = callback,
-    maxiters = 50)
-@test res_sophia_enzyme.objective < Inf  # Test that it runs without MethodError
-
 optfun = OptimizationFunction(
     (θ, p) -> loss_adjoint(θ, batch,
         time_batch),

test/native.jl

@@ -61,3 +61,14 @@ optf1 = OptimizationFunction(loss, AutoSparseForwardDiff())
 prob1 = OptimizationProblem(optf1, rand(5), data)
 sol1 = solve(prob1, OptimizationOptimisers.Adam(), maxiters = 1000, callback = callback)
 @test sol1.objective < l0
+
+# Test Sophia with ComponentArrays + Enzyme (shadow generation fix)
+using ComponentArrays
+x0_comp = ComponentVector(a = 0.0, b = 0.0)
+rosenbrock_comp(x, p = nothing) = (1 - x.a)^2 + 100 * (x.b - x.a^2)^2
+
+optf_sophia = OptimizationFunction(rosenbrock_comp, AutoEnzyme())
+prob_sophia = OptimizationProblem(optf_sophia, x0_comp)
+res_sophia = solve(prob_sophia, Optimization.Sophia(η=0.01, k=5), maxiters = 50)
+@test res_sophia.objective < rosenbrock_comp(x0_comp)  # Test optimization progress
+@test res_sophia.retcode == Optimization.SciMLBase.ReturnCode.Success