I have heard requests for the docs to include advice about choosing an optimization method. The programming guide could include a brief statement about this (so the user does not have to read the whole optimization section).

CC: mengxr

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #3569 from jkbradley/lr-doc and squashes the following commits:

654aeb5 [Joseph K. Bradley] updated section header for mllib-optimization
5035ad0 [Joseph K. Bradley] updated based on review
94f6dec [Joseph K. Bradley] Updated linear methods and optimization docs with quick advice on choosing an optimization method