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Add finite difference and sample options to LBFGS#337

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nikitakuklev wants to merge 12 commits intoxopt-org:mainfrom
nikitakuklev:nogradopt
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Add finite difference and sample options to LBFGS#337
nikitakuklev wants to merge 12 commits intoxopt-org:mainfrom
nikitakuklev:nogradopt

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Added with_grad, which is passed down to scipy method. BoTorch automatically uses with torch.no_grad(), so we don't need to disable gradients ourselves. Using finite differences, non-differentiable operations can be handled reasonably.

Re-added n_raw_samples - this is supposed to be a helpful feature to ensure that restarts begin on good points. It was removed awhile back, not sure why.

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