added COBYLA (no REST interface yet)

********* PEOPLE *************
Primary reviewer: @sc932 

Reviewers: @suntzu86 

********* DESCRIPTION **************
Branch Name: denizokt_370_constraints
Ticket(s)/Issue(s): Closes #370 

********* TESTING DONE *************
make test
make style-test
more docs please.

what is start_index?

use
```
:param var:
:type var:
```
etc