Can the default choice of optimizer be from PRIMA.jl?

[dmbates]

• Because I tend to favor the new over the old I think we should consider the [PRIMA.jl](https://github.com/libprima/PRIMA.jl] implementation of newuoa as the default optimizer.
• There were problems with some combinations of VSCode, the code runner for Julia and the PRIMA_jll package. Is there a way of testing if this is still a problem?
• The current release of PRIMA_jll is about two years old. Is there an issue either there or at the libprima archive for the VSCode, etc. problem?

[palday]

The relevant issue is libprima/PRIMA.jl#25