[Bootcamp][Pytorch Core] Add testing for complex non-vanilla SGD
Summary: Adding test to ensure non-Vanilla SGD behaves as if complex numbers are two real numbers in R^2 as per issue 65711 on github
Test Plan:
```buck test mode/dev caffe2/test:optim -- 'test_sgd_complex'```
https://pxl.cl/1QLxw
Reviewed By: albanD
Differential Revision: D31477212
fbshipit-source-id: 500678e561a05ac96759223b4c87a37cab26c6a6
