<p>I sat down and I ran some tests, and the L-BFGS implementation is not any slower than before (maybe a little faster? Probably about the same), but the modifications also cause LRSDP to converge on the test cases an order of magnitude faster. I pulled from your <code>lbfgs</code> branch and merged it in, so, I think we can call this one good. <a href="https://github.com/mlpack/mlpack/commit/9b55e5e4a300972d01cf1cf2802df8bf392a1fd1" class="commit-link"><tt>9b55e5e</tt></a>..<a href="https://github.com/mlpack/mlpack/commit/b2575360e76877d7de615cd3d44b7f279565ce74" class="commit-link"><tt>b257536</tt></a></p>
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