[BUG] clip_grad_norm for zero_optimization mode is not working

set "gradient_clipping" in deepspeed does not work, look into the source code in deepspeed.runtime.engine.DeepSpeedEngine,in line 2101

    def _take_model_step(self, lr_kwargs, block_eigenvalue={}):
        if self.gradient_clipping() > 0.0:
            if not (self.fp16_enabled() or self.bfloat16_enabled() or self.amp_enabled() or self.zero_optimization()):
                self.clip_fp32_gradients()
            elif self.amp_enabled():
                # AMP's recommended way of doing clipping
                # https://nvidia.github.io/apex/advanced.html#gradient-clipping
                master_params = amp.master_params(self.optimizer)
                clip_grad_norm_(parameters=master_params, max_norm=self.gradient_clipping(), mpu=self.mpu)
        self.optimizer.step()

thus gradient clipping do nothing at all!!!

Start in deepspeed.runtime.engine.DeepSpeedEngine, at _take_model_step around line 2101, and trace the gradient_clipping branches when zero_optimization() is enabled. Confirm how clipping is expected to interact with the zero optimizer, then add regression coverage. Done means setting gradient_clipping applies clipping in zero-optimization mode without breaking the other optimizer paths.