Commit 504a8ead authored by Dr.李's avatar Dr.李

updated to use /MD libs instead of /MT libs

parent 6d729030
......@@ -16,13 +16,14 @@ namespace pfopt {
double* upperBound,
double* objective);
std::vector<double> xValue() const;
std::vector<double> xValue() const { return sol_; }
double feval() const;
int status() const { return model_.status(); }
private:
ClpSimplex model_;
size_t numberOfProb_;
std::vector<double> sol_;
};
}
......
......@@ -60,6 +60,7 @@ namespace pfopt {
VectorXd expectReturn_;
MatrixXd varMatrix_;
const int numOfAssets_;
int numCons_;
VectorXd xReal_;
const double riskAversion_;
......@@ -73,7 +74,6 @@ namespace pfopt {
std::vector<double> g_grad_values_;
const double* clb_;
const double* cub_;
Index m_;
};
}
#endif
#ifndef pfopt_qp_alglib_hpp
#define PFOPT_qp_alglib_HPP
#define pfopt_qp_alglib_hpp
#include "types.hpp"
#include <optimization.h>
......
......@@ -46,7 +46,7 @@ else:
"./libs/include/alglib"],
libraries=['pfopt', 'alglib', 'libClp', 'libCoinUtils', 'libipopt', 'libcoinhsl', 'libcoinblas', 'libcoinlapack', 'libcoinmetis'],
library_dirs=['./libs/lib/windows'],
extra_compile_args=['/MT']),
extra_compile_args=['/MD']),
]
setup(
......
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