PSOGPU doesn't work with `mutable struct NonlinearProblem`

[utkarsh530]

HybridPSO won't work with mutable structs, similar to something we saw in DiffEqGPU.
https://github.com/SciML/SciMLBase.jl/blob/599174668d1964cef610eec6c0652a2383f2e374/src/problems/nonlinear_problems.jl#L155

Should we do an internal conversion like struct ImmutableNonlinearProblem under the hood? @ChrisRackauckas

[ChrisRackauckas]

Yes just like with ODEProblem you'll need to specialize it out of the kernel.