[mlpack-git] [mlpack/mlpack] Nonlinear conjugate gradient. (#604)

[Ryan Curtin]

It looks like this is a good start, but I think it would be useful to add some more tests.  You might consider adding some of the test functions that are used for L-BFGS and simulated annealing (see lbfgs_test.cpp and sa_test.cpp).  Also, if you can add some documentation, that would be really nice.  I'll dig deeper into this then.

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