Allocation of gradient array

[fzimmermann89]

Hi,

first of all, thank you for making this code available!

In the readme you mention one should allocate a buffer for g. But there is no way to actually make the library use that buffer, a new buffer will always be allocated inside lbfgsbminimize.
The example allocates a buffer outside, but this is never used.
Do you maybe have a version of the code that allows a user to hand over the gradient buffer to use or would you accept a PR changing the API of lbfgsbminimize to accept a buffer?

-Felix

[raymondyfei]

That was something in the old version.
Sure! Please do submit a PR for new features. Thank you!