The simplest solution is to build nlopt as a shared library and link to that. 
See http://ab-initio.mit.edu/wiki/index.php/NLopt_Installation#Shared_libraries

(I may be wrong, but I don't think it's always possible to link a static 
library into a shared library regardless of how the static library was build 
(think: PIC) and on all platforms. This is why I say replacing the static 
library with a shared library is the simplest solution -- we know it will work.)
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