[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.

(cherry picked from commit c5a64d76)
Signed-off-by: Sean Owen <sowen@cloudera.com>