Allow specifying the initial Hessian

[lindahua]

It would be useful to allow the users to specify the initial Hessian matrix (instead of always forcing it to be the identity matrix).

A mail list thread: https://groups.google.com/forum/#!topic/julia-users/J5NgwNRTf6k

It shouldn't be difficult to implement. However, caution has to be exercise as some algorithms don't rely on Hessian to work, and some use inverse Hessian (instead of the Hessian itself).

[tcovert]

I made an attempt at this here: #63

[mlubin]

Closed by #64