Fix warnings produced when running test_optim.py (#67756)
Summary:
Fixes part of https://github.com/pytorch/pytorch/issues/67696 by adding calls to `optimizer.step()` in various places.
## Notes for reviewers:
- It is not entirely clear which is the right optimizer to step in each case. I have favoured the more explicit approach of creating a set of optimizers and calling step on each of them.
- At the time of writing, the only Scheduler without an `optimizer` instance variable is `ChainedScheduler` which I need to deal with once. I use `hasattr` to do this check. Let me know if this ought to be changed.
- I am opening this PR for review when it only solve part of the issue, as I'd rather get feedback sooner. I think it is fine to fix the issue in several PRs too.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/67756
Reviewed By: jbschlosser
Differential Revision: D32187864
Pulled By: albanD
fbshipit-source-id: fd0d133bcaa3a24588e5a997ad198fdf5879ff5a
