Assuming that the function has K maxima, I think that a "heat map" is a way to go. For each initial condition, the NLP routine will converge to one of the K extrema. Label them 1, 2, 3,...K and assign them different colors. Then make a scatter plot of the inial conditions, and color each point by the extremum that it converged to.
To be concrete, suppose that your function has three maximums: m1, m2, and m3, and that you've identified these location. You choose a bunch of initial conditions on a rectangular grid and record which max each one converges to. For example, on a 11x11 integer grid, do the following:
x=.; y=.; m=.;
create results var {x y m};
do x = -5 to 5;
do y = -5 to 5;
/** use NLP function to find optimum, z **/
/** if z is near m1, then m=1;
if z is near m2, then m=2; etc; **/
append;
end;
end;
close results;
PROC SGPLOT data=results;
scatter x=x y=x / group=m;
run;
I have not verified that the previous code compiles/runs, but I hope this gets you started.