You may need
export LD_LIBRARY_PATH=/usr/local/lib
to compile

I assume the following are in /usr/local/include
   (copied from snopt directory)
f2c.h
snfilewrapper.h
snopt.h

I assume the following are in /usr/local/lib
   (copied from snopt directory)
snfilewrapper.o

You may need to source these commands in your shell
LD_LIBRARY_PATH=/usr/local/lib
export LD_LIBRARY_PATH

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