BayesOpt / nlopt / TODO

Add nonlinearly constrained multistart algorithm.

Add option to control subspace size (mf) in LBFGS etcetera.

STOGO has bitrotted - doesn't return proper NLopt codes, doesn't
support forced stop, etcetera.  Needs to be fixed.

If local_optimizer is set, STOGO should use it instead of its
own BFGS.

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