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Use CMake to build nlopt from included sources on macOS and on Linux if no system build of NLopt (>= 2.7.0) is found.
Update included sources of NLopt to latest version (2.7.1).
Put back the ability on Linux platforms to re-use an existing external build of NLopt instead of building from the included sources (contributed by Dirk Eddelbuettel, #88).
Now builds using NLopt from rwinlib on Windows current release (contributed by Jeroen Ooms, #92), or NLopt from Rtools42 on Windows devel (contributed by Tomas Kalibera).
Minor changes
Added a NEWS.md file to track changes to the package.