Set the line width at the start and at the end.

	// Adds a lineRenderer to this transform and
	// Converts the line Renderer into a triangle.
	function Start() {
		var lineRenderer : LineRenderer = gameObject.AddComponent(LineRenderer);
		lineRenderer.SetWidth(0,3);
	}

using UnityEngine;
using System.Collections;

public class Example : MonoBehaviour {
    void Start() {
        LineRenderer lineRenderer = gameObject.AddComponent<LineRenderer>();
        lineRenderer.SetWidth(0, 3);
    }
}

import UnityEngine
import System.Collections

public class Example(MonoBehaviour):

	def Start() as void:
		lineRenderer as LineRenderer = gameObject.AddComponent[of LineRenderer]()
		lineRenderer.SetWidth(0, 3)