The new initial iterate is constructed by interpolating the values in Euclidean
space, and projecting back onto TargetSpace.  This has two advantages:
1) It's a better initial iterate, so we should converge faster than starting
   from coefficients_[0]
2) It makes it easier for ADOL-C to pick up correct second derivatives.
   Hence we are able to reduce the minimum number of iterations of the
   target space tr solver.

[[Imported from SVN: r9683]]