Windows support

CMakeLists.txt

@@ -9,9 +9,15 @@ if (NOT DEFINED CMAKE_BUILD_TYPE)
   set (CMAKE_BUILD_TYPE Release CACHE STRING "Build type")
 endif ()
 
-set(CMAKE_CXX_FLAGS "-Wall -Wextra")
-set(CMAKE_CXX_FLAGS_DEBUG "-g")
-set(CMAKE_CXX_FLAGS_RELEASE "-O3")
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC")
+  set(CMAKE_CXX_FLAGS "/W4")
+  set(CMAKE_CXX_FLAGS_DEBUG "/Zi /Od")
+  set(CMAKE_CXX_FLAGS_RELEASE "/O2")
+else ()
+  set(CMAKE_CXX_FLAGS "-Wall -Wextra")
+  set(CMAKE_CXX_FLAGS_DEBUG "-g")
+  set(CMAKE_CXX_FLAGS_RELEASE "-O3")
+endif ()
 
 list (APPEND CMAKE_MODULE_PATH ${CMAKE_SOURCE_DIR}/cmake)
 
@@ -27,6 +33,20 @@ option (LIBCMAES_BUILD_TESTS "build tests" OFF)
 option (LIBCMAES_BUILD_EXAMPLES "build examples" ${LIBCMAES_TOP_LEVEL})
 option (LIBCMAES_USE_OPENMP "Use OpenMP for multithreading" ON)
 option (LIBCMAES_ENABLE_SURROG "support for surrogates" ON)
+option (LIBCMAES_USE_GLOG "Use glog for logging" OFF)
+option (LIBCMAES_USE_GFLAGS "Use gflags for command line parsing" OFF)
+option (LIBCMAES_CRT_DYNAMIC "Use dynamic CRT for MSVC" OFF)
+
+# Use static/dynamic CRT for MSVC
+if (LIBCMAES_CRT_DYNAMIC AND CMAKE_CXX_COMPILER_ID STREQUAL "MSVC")
+  message(STATUS "Using dynamic CRT for MSVC")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MDd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} /MD")
+else ()
+  message(STATUS "Using static CRT for MSVC")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} /MT")
+endif ()
 
 # Offer the user the choice of overriding the installation directories
 set (INSTALL_LIB_DIR lib${LIB_SUFFIX}
@@ -68,6 +88,39 @@ check_include_file (sys/stat.h HAVE_SYS_STAT_H)
 # ---------- dependencies ----------
 find_package (Eigen3 3.0.0 REQUIRED)
 
+if (LIBCMAES_USE_GFLAGS)
+  find_package (gflags CONFIG REQUIRED)
+  message(STATUS "GFLAGS_INCLUDE_DIR: ${GFLAGS_INCLUDE_DIR}")
+  include_directories(${GFLAGS_INCLUDE_DIR})
+
+  if(CMAKE_BUILD_TYPE STREQUAL "Release")
+    get_target_property(GFLAGS_LOCATION_RELEASE gflags LOCATION_RELEASE)
+    get_filename_component(GFLAGS_LIB_DIR ${GFLAGS_LOCATION_RELEASE} DIRECTORY)
+  else()
+    get_target_property(GFLAGS_LOCATION_DEBUG gflags LOCATION_DEBUG)
+    get_filename_component(GFLAGS_LIB_DIR ${GFLAGS_LOCATION_DEBUG} DIRECTORY)
+  endif()
+  get_filename_component(GFLAGS_LIB_DIR ${GFLAGS_LIB_DIR} DIRECTORY)
+  set (GFLAGS_LIB_DIR ${GFLAGS_LIB_DIR}/lib)
+  message(STATUS "GFLAGS_LIB_DIR: ${GFLAGS_LIB_DIR}")
+  link_directories(${GFLAGS_LIB_DIR})
+else()
+  if (LIBCMAES_BUILD_TESTS OR LIBCMAES_BUILD_EXAMPLES)
+    message(FATAL_ERROR "LIBCMAES_BUILD_TESTS or LIBCMAES_BUILD_EXAMPLES requires LIBCMAES_USE_GFLAGS")
+  endif()
+endif ()
+
+if (LIBCMAES_USE_GLOG)
+  if (NOT LIBCMAES_USE_GFLAGS)
+    message(FATAL_ERROR "LIBCMAES_USE_GLOG requires LIBCMAES_USE_GFLAGS")
+  endif ()
+  message(STATUS "Using glog for logging")
+  find_package(glog CONFIG REQUIRED)
+  add_definitions( -DGLOG_USE_GLOG_EXPORT)
+  add_definitions (-DHAVE_GLOG)
+  add_definitions (-DHAVE_LIB_GLOG)
+endif ()
+
 if (LIBCMAES_USE_OPENMP)
   find_package (OpenMP QUIET)
   if(NOT OpenMP_CXX_FOUND)

examples/CMakeLists.txt

@@ -1,6 +1,12 @@
 macro (cmaes_add_example name)
   add_executable (sample-${name} sample-${name}.cc)
   target_link_libraries (sample-${name} cmaes)
+  if (LIBCMAES_USE_GLOG)
+    target_link_libraries (sample-${name} glog gflags)
+    if (WIN32)
+      target_link_libraries (sample-${name} Dbghelp winmm shlwapi)
+    endif()
+  endif ()
 endmacro ()
 
 cmaes_add_example (code)

include/libcmaes/contour.h

@@ -47,11 +47,12 @@ namespace libcmaes
   /**
    * \brief function contour as a set of points and values.
    */
-  class contour
+  template<int T_iDummy>
+  class contour_
   {
   public:
-    contour() {}
-    ~contour() {}
+    contour_() {}
+    ~contour_() {}
 
     /**
      * \brief add a contour point.
@@ -85,7 +86,10 @@ namespace libcmaes
     std::vector<std::pair<double,double>> _points;
   };
 
-  std::ostream& operator<<(std::ostream &out, const contour &c)
+  typedef contour_<0> contour;
+
+  template<int T_iDummy>
+  std::ostream& operator<<(std::ostream &out, const contour_<T_iDummy> &c)
     {
       c.print(out);
       return out;

include/libcmaes/eigenmvn.h

@@ -57,9 +57,12 @@ namespace Eigen {
 public:
 	static std::mt19937 rng;                        // The uniform pseudo-random algorithm
 	mutable std::normal_distribution<Scalar> norm; // gaussian combinator
-
+#if defined(_MSC_VER) && _MSC_VER > 1900
+	scalar_normal_dist_op() {}
+	scalar_normal_dist_op(const scalar_normal_dist_op&) {}
+#else
 	EIGEN_EMPTY_STRUCT_CTOR(scalar_normal_dist_op)
-
+#endif    
     scalar_normal_dist_op &operator=(scalar_normal_dist_op &&other) 
     {
         if (this != &other) {

src/CMakeLists.txt

@@ -60,6 +60,9 @@ target_link_libraries (cmaes PUBLIC Eigen3::Eigen)
 if (LIBCMAES_USE_OPENMP)
   target_link_libraries (cmaes PUBLIC OpenMP::OpenMP_CXX)
 endif ()
+if (LIBCMAES_USE_GLOG)
+  target_link_libraries (cmaes PUBLIC glog)
+endif ()
 
 target_compile_features (cmaes PUBLIC cxx_nonstatic_member_init)
 if (${CMAKE_VERSION} VERSION_GREATER 3.8)

tests/CMakeLists.txt

@@ -1,6 +1,12 @@
 macro (cmaes_add_test name)
   add_executable (${name} ${name}.cc)
   target_link_libraries (${name} cmaes gflags)
+  if (LIBCMAES_USE_GLOG)
+    target_link_libraries (${name} glog)
+    if (WIN32)
+      target_link_libraries (${name} Dbghelp winmm shlwapi)
+    endif()
+  endif ()
   add_test (NAME ${name} COMMAND t_${name})
   if (WIN32)
     set_tests_properties (

tests/test-functions.cc

@@ -19,6 +19,9 @@
  * along with libcmaes.  If not, see <http://www.gnu.org/licenses/>.
  */
 
+#if defined(_MSC_VER)
+#define _USE_MATH_DEFINES
+#endif
 #include "libcmaes/cmaes.h"
 #include "libcmaes/errstats.h"
 #include <map>