extra cg arguments in fminbox

[Ken-B]

I was adapting my little MinFinder algorithm to the new fminbox API and I noticed that the remaining cg function has 3 more arguments than the generic optimize currently allows. These are eta, P and precondprep.

Changing the optimizer=cg keyword argument in fminbox to another method fails with

unrecognized keyword argument "eta"

How about adding these 3 arguments to the optimize function definition and using optimize with method=optimizer in fminbox instead of the current optimizer? @timholy, I believe you wrote this code and if you want I can help with writing this in a PR if you agree. You probably also know better how this will play with your pending PR #50.

Slightly related, I saw optimize.jl is pretty verbose, and that this change will add even a few more lines to it. Maybe this calls for a rewrite?
I can assist here if someone has a good idea for it.

[rofinn]

Just wondering if anyone has made any progress on this issue. If not I could probably do it, as I'm trying to get l_bfgs working with fminbox.

[mlubin]

See #149

[pkofod]

Is #205 something along he lines of what you had in mind @Ken-B?

[Ken-B]

Gosh, this was almost 2 years ago, so your guess is as good as mine of what I had in mind then ;-)

I believe the reason I opened this issue was that I was using fminbox in a package and I wanted to be able to pass through optimization arguments. It seems the #205 does this.
I would have to update that package to julia 0.4/0.5 to see if it works with the new changes, maybe this is a good reason to do so.

Anyway, I'll close this issue now and open a new issue in case I hit a problem with updating MinFinder. Thanks for cleaning up these old issues!