Recognize the mode parameter and compute only function values when
only function values are needed (derivative only is not possible with
Adifor.)

DONE> Recognize the nState parameter, and set it to the right value
DONE> during initialization (do we trap the time when snopt sets it to
DONE> "first call", since we have already called the function. I think
DONE> yes.)

Decide on a UI for supplying linear constraints. We already have the
functionality implemented, but not the UI.

DONE> Be smarter about the .bak files? (We can use the output from
DONE> diff3 to discover whether the file needs to be saved.) Do the
DONE> merging for all files?

Fix up the comments in the submakefiles.
Reorder some of the variable definitions.
DONE> Add prob_USER_LIBS. Also add LDLIBS and LOADLIBES to the link line.

Add a merge option for the GNUmakefile, in addition to the
suboridinate makefiles.