[SPARK-18612][MLLIB] Delete broadcasted variable in LBFGS CostFun

## What changes were proposed in this pull request?

Fix a broadcasted variable leak occurring at each invocation of CostFun in L-BFGS.

## How was this patch tested?

UTests + check that fixed fatal memory consumption on Criteo's use cases.

This contribution is made on behalf of Criteo S.A.
(http://labs.criteo.com/) under the terms of the Apache v2 License.

Author: Anthony Truchet <a.truchet@criteo.com>

Closes #16040 from AnthonyTruchet/SPARK-18612-lbfgs-cost-fun.

mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala

@@ -252,6 +252,9 @@ object LBFGS extends Logging {
             (grad1, loss1 + loss2)
           })
 
+      // broadcasted model is not needed anymore
+      bcW.destroy()
+
       /**
        * regVal is sum of weight squares if it's L2 updater;
        * for other updater, the same logic is followed.