Add LBFGS code

Port of MRST code originally written by Stein. Port was done by Junjian with some cleanup by Olav, licensed under MIT in agreement with all contributors.

Co-Authored-By: Stein Krogstad <stein.krogstad@sintef.no>
Co-Authored-By: JUNJIAN-LI-CUPB <153202025+junjian-li-cupb@users.noreply.github.com>

src/Jutul.jl

@@ -107,4 +107,9 @@ module Jutul
     # Nonlinear finite-volume discretizations
     include("NFVM/NFVM.jl")
 
+    # LBFGS suitable for PDE optimization
+    include("LBFGS/LBFGS.jl")
+    using .LBFGS
+    import .LBFGS: unit_box_bfgs
+
 end # module

src/LBFGS/LBFGS.jl

@@ -0,0 +1,7 @@
+module LBFGS
+    export unit_box_bfgs
+    using Printf, SparseArrays, Polynomials, LinearAlgebra
+    include("types.jl")
+    include("limited_memory_hessian.jl")
+    include("constrained_optimizer.jl")
+end