MAINT: slsqp PEP8 formatting fixes, typos, etc.

[endolith]

I was going to fix a warning by adding:

    # Replace nans with infs for testing
    bnds[:, 1][np.isnan(bnds[:, 1])] = +np.inf
    bnds[:, 0][np.isnan(bnds[:, 0])] = -np.inf

Then I fixed the stuff that pylint was complaining about, and then realized the thing I was fixing was already fixed in #7704 , so just submitting the nitpicking stuff. :)

[rgommers]

Let's not wait for the OSX CI run, the rest is all green. Merging, thanks @endolith