Merge pull request #845 from aml5600/fix/vjp-return #2036

Job	Run time
test (Core, 1)	24m 58s
test (OptimizationBBO, 1)	15m 45s
test (OptimizationCMAEvolutionStrategy, 1)	15m 18s
test (OptimizationEvolutionary, 1)	16m 5s
test (OptimizationGCMAES, 1)	16m 40s
test (OptimizationManopt, 1)	24m 35s
test (OptimizationMetaheuristics, 1)	17m 35s
test (OptimizationMOI, 1)	17m 32s
test (OptimizationMultistartOptimization, 1)	14m 52s
test (OptimizationNLopt, 1)	15m 36s
test (OptimizationNOMAD, 1)	15m 35s
test (OptimizationOptimJL, 1)	16m 55s
test (OptimizationOptimisers, 1)	16m 35s
test (OptimizationPRIMA, 1)	16m 8s
test (OptimizationQuadDIRECT, 1)	16m 33s
test (OptimizationSpeedMapping, 1)	16m 46s
test (OptimizationPolyalgorithms, 1)	15m 41s
test (OptimizationNLPModels, 1)	16m 41s
	5h 9m 50s

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