[MLlib] SPARK-3987: add test case on objective value for NNLS

Also update step parameter to pass the proposed test

Author: coderxiang <shuoxiangpub@gmail.com>

Closes #2965 from coderxiang/nnls-test and squashes the following commits:

24b06f9 [coderxiang] add test case on objective value for NNLS; update step parameter to pass the test

(cherry picked from commit 7e3a1ada86e6adf1ddd4d8a321824daf5f3b2c75)
Signed-off-by: Xiangrui Meng <meng@databricks.com>