How do I turn off optimize photos?

It is seriously annoying me, and it won’t shut off.

The setting is a bit confusing. "Optimize Storage" looks like a checkmark, that can be toggled on and off, but it is actually a choice of two options and you have to select the alternative "Download and Keep Originals". Then the checkmark for "Optimize Storage" will vanish, if you have enough free storage on your iPhone.

In the Settings app, Photos page, check "Download and Keep Originals".

That's for iOS 11.3; it was similar in previous releases, I believe.

Make sure you have enough storage on your device to hold all of your photos.