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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