SCP Solves a problem through simple continuation method
 
  SCP is to be used over another solver. It makes successive call to the
  underlying solver while adjusting its parameters. The idea is to start from
  parameters, Z0, with which the problem is easy to solve in order to converge
  to the final parameters, Z1, with which the problem may be more difficult to
  solve.
 
  X = SCP(X,Z1,Z0,PROBLEM) attempts to solve for X the problem PROBLEM(X,Z1),
  where Z1 designates parameters of the problem and X a first guess of the
  solution. If it fails, it will try in N=2 steps by solving iteratively
  PROBLEM(X,Z) with Z=((N-n)*Z0+n*Z1)/N, with Z0 a set of parameters for which
  the problem is easy to solve or for which the first guess X is the
  solution. In case, it fails, N is increased until it converges or until 10
  attempts have been tried.
 
  X = SCP(X,Z1,Z0,PROBLEM,N) starts by slicing the problem in N slices.
 
  [X,F] = SCP(X,Z1,Z0,PROBLEM,...) returns F, the value returned by PROBLEM at
  the solution point.
 
  [X,F,EXITFLAG] = SCP(X,Z1,Z0,PROBLEM,...) returns EXITFLAG that describes the exit
  conditions. Possible values are
       1         : SCP converged
       0         : Failure to converge
 
  [X,F,EXITFLAG,N] = SCP(X,Z1,Z0,PROBLEM,...) returns N the number of slices in
  which the problem was sliced to achieve convergence.