Windows: build against nlopt 2.7.1

[jeroen]

Tested to work + CI on R 4.1, 4.1, 4.2

[astamm]

Thank you so much @jeroen. Running the CI checks now.
If I understand correctly, I think we should maybe add a step in the tools/winlibs.R script to copy nlopt headers into inst/include so that we can also directly call the C and C++ API of nlopt in other packages as well (as I do for example).
Does that make sense?

[eddelbuettel]

And/or call another script or copy step. The current tools/winlibs.R looks like all the others for the 80-some libraries, it may be beneficial to keep it that way.

[eddelbuettel]

(And while you are doing some polishing before another upload, the Description: text about unconditional cmake and required cmake installation is no longer true. Maybe state as 'needed when building from source' and note where? Maybe 'macOS and Linux (unless NLopt installation found)' ?

[astamm]

I was just thinking about that indeed. The SystemRequirements field is text-free, right? So I guess we could provide details in parentheses there. But if we leave cmake in SystemRequirements, it is not technically true either...

[eddelbuettel]

Yes it is -- see for example what I did for package tiledb (where we either do installed or download or build, it even more messy). Hard to get right or perfect.