Python interface.
SLSQP routine from scipy.
+
+Add nonlinearly constrained multistart algorithm.
+
+More object-based interface, e.g. nlopt_create(dimensions, function,
+algorithm), then nlopt_add_constraint(....) etcetera? This would be
+more scalable and backwards compatible, so that I could add new
+features re-entrantly without breaking backwards compatibility or
+making the arargument list increasingly unwieldy.