Modify luksan code (e.g. luksan/plis.c) to use full NLopt stopping
criteria, and in particular the absolute tolerances and maxtime.

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.