Purpose #1
Description
So, the idea here is to have a lot of the "intelligent" stuff in this package (autodiff constructors, gradient checkers, etc). This allows Optim and NLsolve to have a more lean code base, that is potentially much easier to maintain. One reason this would be the case, is the fewer direct dependencies.
I think the name might need a bit of bikeshedding. Maybe have an OptimTools and an NLsolveTools (LsqFitTools?). I'm mostly concerned about refactoring Optim right now, but it would be great if the packages could be organized in somewhat the same way.