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.

Wrappers for GNU R, Java, Perl, Ocaml, C#, ...

Updates from Jones, D.R., Martins, J.R.R.A., (2021) "The DIRECT algorithm: 25 years Later." J  Glob Optim 79, 521–566.