Solve the provided convex optimization problem.
Set the convergence tolerance of iterations for L-BFGS.
Set the gradient function (of the loss function of one single data example) to be used for L-BFGS.
Set the number of corrections used in the LBFGS update.
Set the maximal number of iterations for L-BFGS.
Set the regularization parameter.
Set the updater function to actually perform a gradient step in a given direction.