Add scripts/submodules to get SGL/NLOpt, and an option to fetch/build/link statically.

[bryan-lunt]

[bryan-lunt]

Began work on this in the fetchexternal branch.

Needs:

• Clear documentation to help users choose between dynamic and static linking.
• Command line options for that.
• Additional options for the configure script to insist on static or dynamic linking.
• Make static linking the default?
• Create statically linked distribution binaries.