lbfgs_grad_free does not process iterations/function-call limits

[lazyoracle]

Describe the bug

From @alex-simm:

Does anyone know how to stop an optimisation that I run with lbfgs_grad_free? I have set "maxiter"=1000, "gtol"= 1e-3, but the optimiser goes way beyond that and doesn't stop.

Using maxfun as an option leads to:

No, that gives "Unknown solver options: maxfun"

To Reproduce

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Expected behavior

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Environment (please complete the following information)

• c3-toolset Version [e.g. 1.4]

Additional context

From @nwittler:

lbfgs has a maxfun option. The code for lbfgs_grad_free however is just minimize(fun=fun, x0=x_init, options=options). According to the docs, this could result in several methods being used. Try explicitly method="L-BFGS-B" with the maxfun option.