Mirror Optim.jl more closely

[cortner]

A lot of machinery from Optim can be exploited if we use their notation a bit, e.g. their line-search or in some cases we may even want their actual optimisers. The following points could be considered

• switch to passing an Objective function like in Optim, which means we need to pass something that has fields obj.f, obj.g, obj.g!, obj.fandg! (I think)