The memory usage of MMA is O(n * m), where n is the number of degrees of 
freedom and m is the number of nonlinear constraints.

If it is segfaulting, you could compile everything with -g and then run under 
gdb; that is much faster than valgrind, and will give you a stack trace when 
the segfault occurs.

It should be possible to run NLopt in a loop; assuming you free or re-use the 
nlopt_opt object, then it shouldn’t leak memory (although it’s always possible 
there is a bug).
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