Disassociate batching from the `data` arg to `solve` and remove `data`

[Vaibhavdixit02]

The data handling is quite awkward leading to issues like https://github.com/SciML/OptimizationBase.jl/issues/13, without batching data doesn't need to be passed in specially and should be a part of p to avoid global variables and in case of batching the right way would be to have support for stochastic oracles discussed in https://github.com/SciML/OptimizationBase.jl/issues/61.