the information that is saved and output
% for each iteration.
%
%  TraceX                  Flag to save a history of X (iterates) {false}
%
%  TraceFunc               Flag to save a history of the function values 
%                          of the iterates {false}
%
%  TraceRelFunc            Flag to save a history of the relative difference 
%                          between the function values at the current and 
%                          previous iterates {false}
%
%  TraceGrad               Flag to s