LBFGS default and more option doc

[bob-carpenter]

• [ ] Make LBFGS the default optimizer
• [ ] include missing control parameter tol_rel_param
• change cross-refs to CmdStan, because the options aren't documented in the Stan 2.4.0 manual. They will be added to Stan 2.4.0++.

[maverickg]

Ok, I will change the reference to (Cmd)Stan.

But there is no parameter called tol_rel_param, it is tol_param, which has been already listed in rstan. All the parameters in cmdstan is

$ ./bar optimize algorithm=lbfgs help-all
lbfgs
  LBFGS with linesearch
  Valid subarguments: init_alpha, tol_obj, tol_rel_obj, tol_grad, tol_rel_grad, tol_param, history_size

  init_alpha=<double>
    Line search step size for first iteration
    Valid values: 0 < init_alpha
    Defaults to 0.001

  tol_obj=<double>
    Convergence tolerance on absolute changes in objective function value
    Valid values: 0 <= tol
    Defaults to 9.9999999999999998e-13

  tol_rel_obj=<double>
    Convergence tolerance on relative changes in objective function value
    Valid values: 0 <= tol
    Defaults to 10000

  tol_grad=<double>
    Convergence tolerance on the norm of the gradient
    Valid values: 0 <= tol
    Defaults to 1e-08

  tol_rel_grad=<double>
    Convergence tolerance on the relative norm of the gradient
    Valid values: 0 <= tol
    Defaults to 10000000

  tol_param=<double>
    Convergence tolerance on changes in parameter value
    Valid values: 0 <= tol
    Defaults to 1e-08

  history_size=<int>
    Amount of history to keep for L-BFGS
    Valid values: 0 < history_size
    Defaults to 5