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