More tests for optimization subproblems

[unalmis]

We should add unit tests which check that the deterministic subproblems are solved correctly.

Right now, I only see optimization test for strictly convex functions in test_optimizer. A basic gradient descent would work for that; things could go wrong in more specialized methods that would not be detected by minimizing a convex function.

Originally posted by @unalmis in #1181 (review)

[unalmis]

I think this is the cause of #1894