Features necessary for Optimization.jl

[gdalle]

New repo at https://github.com/SciML/OptimizationBase.jl with the AD support

• Sparsity Support for sparsity #63
• Easily construct closures for gradient, hessian, hessian-vector product
• In-place vs out-of-place OptimizationFunction{true/false}
• Static arrays support needs out-of-place

[gdalle]

• Sparsity: supported since Prepation for outer backend of SecondOrder #135
• Closures can just be derived from the DI API
• In-place: gradient!! / out-of-place: gradient

@Vaibhavdixit02 I think you can start trying it out!

[gdalle]

DI v0.4 has fully fleshed out sparsity support, and I have fixed a few StaticArray issues as a bonus.
Closing this in favor of the PR SciML/OptimizationBase.jl#31