NLopt's version of slsqp

https://github.com/stevengj/nlopt/tree/master/slsqp

has some improvements over the original Fortran version--there are some bugfixes and the code is reentrant. I had thought we couldn't use it because NLopt was LGPL:

http://ab-initio.mit.edu/wiki/index.php/NLopt

but the Github repo appears to be MIT:

https://github.com/stevengj/nlopt/blob/master/COPYRIGHT

and the slsqp part retains its BSD license (inherited from SciPy) anyway:

https://github.com/stevengj/nlopt/blob/master/slsqp/COPYRIGHT

Might be worth replacing SciPy's version? (For concreteness: I volunteer to do it; just want to make sure there's not a reason we shouldn't.)

cc @stevengj