added NLOpt Find script

(cherry picked from commit 6ed9866e)

etc/cmake/FindNLOPT.cmake

+# Copyright (c) 2015, Georgia Tech Graphics Lab and Humanoid Robotics Lab
+# This file is provided under the "BSD-style" License
+
+# Find NLOPT
+#
+# This sets the following variables:
+# NLOPT_FOUND
+# NLOPT_INCLUDE_DIRS
+# NLOPT_LIBRARIES
+# NLOPT_DEFINITIONS
+# NLOPT_VERSION
+
+find_package(PkgConfig QUIET)
+
+# Check to see if pkgconfig is installed.
+pkg_check_modules(PC_NLOPT nlopt QUIET)
+
+# Definitions
+set(NLOPT_DEFINITIONS ${PC_NLOPT_CFLAGS_OTHER})
+
+# Include directories
+find_path(NLOPT_INCLUDE_DIRS
+    NAMES nlopt.h
+    HINTS ${PC_NLOPT_INCLUDEDIR}
+    PATHS "${CMAKE_INSTALL_PREFIX}/include")
+
+# Libraries
+find_library(NLOPT_LIBRARIES
+    NAMES nlopt nlopt_cxx
+    HINTS ${PC_NLOPT_LIBDIR})
+
+# Version
+set(NLOPT_VERSION ${PC_NLOPT_VERSION})
+
+# Set (NAME)_FOUND if all the variables and the version are satisfied.
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(NLOPT
+    FAIL_MESSAGE  DEFAULT_MSG
+    REQUIRED_VARS NLOPT_INCLUDE_DIRS NLOPT_LIBRARIES
+    VERSION_VAR   NLOPT_VERSION)
+