use full directly if device is CPU and in dygraph, for optimizer (#48189)

python/paddle/optimizer/optimizer.py

@@ -730,6 +730,18 @@ class Optimizer:
         )
         if device is None:
             device = self._get_device_for_param(param.name)
+
+        if in_dygraph_mode() and (
+            device == 'cpu' or isinstance(device, core.CPUPlace)
+        ):
+            _C_ops.full_(
+                var,
+                var.shape,
+                str(float(fill_value)),
+                var.dtype,
+                core.CPUPlace(),
+            )
+        else:
             with device_guard(device):
                 self.helper.set_variable_initializer(
                     var, initializer=Constant(value=float(fill_value))