Move the lightning_optimizers ownership to the Strategy

[carmocca]

What does this PR do?

Context

Currently, the Strategy is the object holding the optimizers. We have an internal wrapper called the LightningOptimizer which maps 1:1 to each Optimizer.

The list of lightning optimizers is currently owned by the Trainer. There's no requirement for that anymore so this PR moves the ownership to the Strategy, together with the optimizer references.

Benefits

• Each time the Strategy.optimizers list gets set, the strategy._lightning_optimzers dictionary des too, this avoids stale references.
• Removes clutter from the Trainer
• Allows merging the LightningOptimizer and the _LiteOptimizer in a follow-up: Unify the LightningOptimizer and LiteOptimzier #11452
• Deprecates trainer.lightning_optimizers, as there's no reason why users would need to access or know about this internal wrapper.

Does your PR introduce any breaking changes? If yes, please list them.

None

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PR review

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Did you have fun?

Make sure you had fun coding 🙃

cc @Borda @justusschock @awaelchli @akihironitta @rohitgr7 @tchaton

[awaelchli]

apart from the comments here, there is no issue or description. for others it will be hard to get the picture of what you briefly explained offline. would you mind adding that outline somewhere?

[carmocca]

Updated the top post @awaelchli. If you think this PR needs further discussion, I can also open an issue.

[tchaton]

LGTM !

[codecov]

Codecov Report

Merging #11444 (4d2303c) into master (9771e7d) will decrease coverage by 0%.
The diff coverage is 72%.

@@           Coverage Diff           @@
##           master   #11444   +/-   ##
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- Coverage      88%      88%   -0%     
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  Files         194      194           
  Lines       17005    17000    -5     
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- Hits        15002    14994    -8     
- Misses       2003     2006    +3