Add C++ implementation of COBYLA #2282

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Job	Run time
cmake-other (aoccflang, -Wall -Wextra -Wpedantic -Werror, -pedantic -Weverything -Wall -Wextra -M...	3m 23s
cmake-other (flang, -Wall -Wextra -Wpedantic -Werror, -std=f2018 -pedantic -fimplicit-none -Werror)	3m 33s
cmake-other (nvfortran, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Minform=warn -Mstandard ...	7m 5s
cmake-main (ubuntu-22.04, gcc, 12, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -We...	2m 12s
cmake-main (ubuntu-22.04, gcc, 11, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -We...	2m 56s
cmake-main (ubuntu-latest, gcc, 11, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -W...	2m 30s
cmake-main (ubuntu-22.04, intel-classic, 2021.10, -diag-disable=10441 -Wall -w3 -Werror-all, -war...	3m 32s
cmake-main (ubuntu-22.04, intel-classic, 2021.9, -diag-disable=10441 -Wall -w3 -Werror-all, -warn...	3m 36s
cmake-main (ubuntu-22.04, intel-classic, 2021.8, -diag-disable=10441 -Wall -w3 -Werror-all, -warn...	3m 51s
cmake-main (macos-26-intel, intel-classic, 2021.10, -diag-disable=10441 -Wall -w3 -Werror-all, -w...	5m 44s
cmake-main (ubuntu-latest, gcc, 12, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -W...	2m 35s
cmake-main (ubuntu-latest, intel, 2023.2, -Wall -Werror, -warn all -debug extended -fimplicit-non...	3m 39s
cmake-main (macos-26-intel, gcc, 12, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -...	4m 24s
cmake-main (macos-latest, gcc, 11, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -We...	1m 37s
cmake-main (macos-26-intel, intel-classic, 2021.9, -diag-disable=10441 -Wall -w3 -Werror-all, -wa...	3m 11s
cmake-main (macos-latest, gcc, 12, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -We...	1m 33s
cmake-main (ubuntu-22.04, intel, 2024.0, -Wall -Werror, -warn all -debug extended -fimplicit-none...	3m 30s
cmake-main (macos-latest, intel-classic, 2021.10, -diag-disable=10441 -Wall -w3 -Werror-all, -war...	4m 11s
cmake-main (macos-latest, intel-classic, 2021.8, -diag-disable=10441 -Wall -w3 -Werror-all, -warn...	5m 28s
cmake-main (ubuntu-latest, intel-classic, 2021.9, -diag-disable=10441 -Wall -w3 -Werror-all, -war...	2m 49s
cmake-main (macos-latest, intel-classic, 2021.9, -diag-disable=10441 -Wall -w3 -Werror-all, -warn...	6m 14s
cmake-main (windows-latest, gcc, 11, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -...	4m 57s
cmake-main (ubuntu-22.04, intel, 2023.2, -Wall -Werror, -warn all -debug extended -fimplicit-none...	5m 3s
cmake-main (ubuntu-latest, intel-classic, 2021.10, -diag-disable=10441 -Wall -w3 -Werror-all, -wa...	2m 52s
cmake-main (macos-26-intel, intel-classic, 2021.8, -diag-disable=10441 -Wall -w3 -Werror-all, -wa...	4m 42s
cmake-main (ubuntu-latest, intel-classic, 2021.8, -diag-disable=10441 -Wall -w3 -Werror-all, -war...	3m 49s
cmake-main (windows-latest, gcc, 12, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -...	6m 54s
cmake-main (ubuntu-22.04, intel, 2024.1, -Wall -Werror, -warn all -debug extended -fimplicit-none...	3m 31s
cmake-main (windows-latest, gcc, 13, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -...	8m 57s
cmake-main (windows-latest, intel, 2023.2, -Wall -Werror, /warn:all /debug:extended /Z7 /fimplici...	3m 47s
cmake-main (windows-latest, intel, 2024.1, -Wall -Werror, /warn:all /debug:extended /Z7 /fimplici...	3m 48s
cmake-main (macos-26-intel, gcc, 11, -Wall -Wextra -Wpedantic -Werror, -Wall -Wextra -Wpedantic -...	2m 32s
cmake-main (ubuntu-latest, intel, 2024.1, -Wall -Werror, -warn all -debug extended -fimplicit-non...	2m 50s
cmake-main (windows-latest, intel-classic, 2021.9, -Qdiag-disable:10441 -Wall -W5 -Werror-all, /w...	3m 25s
cmake-main (ubuntu-latest, intel, 2024.0, -Wall -Werror, -warn all -debug extended -fimplicit-non...	2m 43s
cmake-main (windows-latest, intel, 2024.0, -Wall -Werror, /warn:all /debug:extended /Z7 /fimplici...	3m 29s
cmake-main (windows-latest, intel-classic, 2021.10, -Wall -W4 -WX, /warn:all /debug:extended /Z7 ...	3m 29s
cmake-main (windows-latest, intel-classic, 2021.10, -Qdiag-disable:10441 -Wall -W5 -Werror-all, /...	4m 34s
cmake-main (windows-latest, intel, 2024.1, -Wall -W4 -WX, /warn:all /debug:extended /Z7 /fimplici...	4m 12s
	2h 33m 7s

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