[Bootcamp][Pytorch Core] Add test for complex numbers for vanilla SGD (#66230)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/66230
Adding test to ensure Vanilla SGD behaves as if complex numbers are two real numbers in R^2 as per issue 65711 on github
https://github.com/pytorch/pytorch/issues/65711
ghstack-source-id: 139918862
Test Plan:
```buck test mode/dev caffe2/test:optim -- 'test_sgd_complex'```
https://pxl.cl/1QHvX
Reviewed By: albanD
Differential Revision: D31449289
fbshipit-source-id: da8b00421085796a23b643e73f96b19b5b560a32
