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[C++ API] Fix LBFGS on GPU #25909

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Changelog:

  • Fixes mismatch of device in LBFGS, and possibly that of data type as well.

Fixes #25854

Changelog:
- Fixes mismatch of device in LBFGS, and possibly that of data type as well.
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@soumith is landing this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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@soumith merged this pull request in 9815739.

@vishwakftw vishwakftw deleted the lbfgs-cpp-fix branch September 15, 2019 22:32
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[CAPI] lbfgs doesn't work on gpu.
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