update linux libs

libs/include/linux/pfopt/lpoptimizer.hpp

@@ -2,7 +2,6 @@
 #define pfopt_linear_programming_optimizer_hpp
 
 #include "types.hpp"
-#include <vector>
 #include "ClpSimplex.hpp"
 
 namespace pfopt {
@@ -16,14 +15,16 @@ namespace pfopt {
                     double* upperBound,
                     double* objective);
 
-        std::vector<double> xValue() const { return sol_; }
+        ~LpOptimizer() { delete [] sol_;}
+
+        double* xValue() const { return sol_; }
         double feval() const;
         int status() const { return model_.status(); }
 
     private:
         ClpSimplex model_;
         size_t numberOfProb_;
-        std::vector<double> sol_;
+        double* sol_;
     };
 }
 

libs/include/linux/pfopt/meanvariance.hpp

@@ -22,6 +22,8 @@ namespace pfopt {
                      double* varMatrix,
                      double riskAversion=1.);
 
+        virtual ~MeanVariance() { delete [] x_;}
+
         bool setBoundedConstraint(const double* lb, const double* ub);
         bool setLinearConstrains(int numCons, const double* consMatrix, const double* clb, const double* cub);
 
@@ -54,7 +56,7 @@ namespace pfopt {
                                        IpoptCalculatedQuantities *ip_cq);
 
         double feval() const { return feval_; }
-        std::vector<double> xValue() const { return x_; }
+        double* xValue() const { return x_; }
 
     private:
         VectorXd expectReturn_;
@@ -68,7 +70,7 @@ namespace pfopt {
         const double* ub_;
         VectorXd grad_f_;
         double feval_;
-        std::vector<double> x_;
+        double* x_;
         std::vector<Index> iRow_;
         std::vector<Index> jCol_;
         std::vector<double> g_grad_values_;

libs/include/linux/pfopt/mvoptimizer.hpp

@@ -18,7 +18,7 @@ namespace pfopt {
                     double *cub = nullptr,
                     double riskAversion = 1.);
 
-        std::vector<double> xValue() const { return mvImpl_->xValue(); }
+        double* xValue() const { return mvImpl_->xValue(); }
 
         double feval() const { return mvImpl_->feval(); }