You get 3 pin boost converters specially made for this. All you need is the small SO device, an inductor, an input decoupling capacitor and connect the diode across the output. works well for a torch off a single AA cell.
I bought a few $2 torches with the whole circuit and a 5mm LED inside, just to take the LED module out, fix the poor assembly ( they wire the led incorrectly on about 1 in 2) and use them as incandescent lamp replacements. Same light, brighter colour temperature but about 1/4 the current draw. On an emergency lamp it now lasts 4 hours instead of 30 minutes.