Doc in `doc/configuration.md` (has to be started sometime, no?).
Configuration function has to be lamely-named set_algo(), because
set_algorithm() is already declared in algorithm.h (prevent namespace
conflict).
algorithm has to be added as global variable due to the way the
callback is done (by CCAN/opt, which in itself is nice).
This can be cleaned up significantly by (at least) introducing a
global configuration struct, but there is no reason to do it now
just for this - better a wholesale manana.