[MRG] Backend for optim

[ncassereau]

Types of changes

• Docs change / refactoring / dependency upgrade
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Motivation and context / Related issue

Implementation of optim.py using the backend system.

How has this been tested (if it applies)

Tested on Linux with all 3 backends

Checklist

• The documentation is up-to-date with the changes I made.
• I have read the CONTRIBUTING document.
• All tests passed, and additional code has been covered with new tests.

[codecov]

Codecov Report

Merging #282 (05ed992) into master (7a65086) will increase coverage by 0.05%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #282      +/-   ##
==========================================
+ Coverage   92.98%   93.03%   +0.05%     
==========================================
  Files          20       20              
  Lines        4122     4152      +30     
==========================================
+ Hits         3833     3863      +30     
  Misses        289      289