Add a mechanism to free the internal memory used

Add a mechanism to free the internal memory used

- Add a public ctxopt_free_memory to explicitly clean up the memory used
  by ctxopt. This function must be called AFTER the last call to one of
  the ctxopt functions.
- Add various function to free the internal structures used.
- Add forgotten calls to free in various places.
- Clean up the code to make it easier to add the new mechanism.
- Add and clarify some comments.