Add flag to warn if misusing options object in multithreading scenario.

[BioTurboNick]

Burned myself with this one with Threads.@spawn multithreading.

The Opt object is not thread-safe, and reusing it leads to problems.

I'd argue this is enough of a footgun that possibly NLopt.jl could try to detect if the same Opt object is being used simultaneously by multiple threads.

Could a flag be added to struct Opt that is set to true when accepted by optimize and false just before returning? And if the flag is already true, emit a warning or error? I suppose you'd also need a try/catch/finally to ensure it's reset to false even if there's an internal exception or interrupt.

(Accidentally posted in an unrelated issue).

[odow]

Here's a similar issue with a example using pmap #146