Using the optim and dp packages together in Torch 7

When I first started learning about Torch I immediately wanted to use the dp package. It provides many common data sets and a nice framework for quickly running experiments. I was also interested in the optim package because it contains an implementation of rprop, which is what I wanted to experiment with.

With many things to learn, I was hoping to find a quick example of how to use these two packages together so that I could get started right away. I found plenty of examples of how to use each package on its own, but I couldn't find one that combined the two. It turns out that it's actually pretty easy, but when you're just getting started, don't know lua, and have a bunch of source to wade through to figure out how things interact, it is not very intuitive.