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I added a test suite with an example test. Just run cmake with -DBUILD_TESTS=1. If you want to write tests for a specific module, create a file test_modulename.cxx in the tests/ directory. You can check my example in said directory to see how it works.
I still have to add a mechanism which excludes all tests using the SNOPT interface in case SNOPT has not been build, but I can do that later when you require that.