I have a problem getting NLopt to work on windows (using Visual C++ .NET 2002 
and Windows XP)
I have tried to download the precompiled dll, build the .lib file (using both 
Visual Studio and MinGW) and compiling the C test tutorial from the web page 
(using Visual C++).

I also tried to compile NLopt from source using CMake/Visual Studio and the 
CMakeLists.txt and config.cmake.h.in provided on the web page and linking to 
the resulting .lib file when compiling the test tutorial.

In both cases I can compile the program, but when I run it I get the following 
error:
"An unhandled exception of type 'System.TypeLoadException' occurred in Unknown 
Module.
Additional information: Could not load type nlopt_opt_s from assembly 
NLopt_app, Version=0.0.0.0, Culture=neutral, PublicKeyToken=null. "

I also tried to use the NLopt in Matlab (R2010b) where I got some more info 
from the error messages. When I ran mex I got a bunch of errors:
mex nlopt_optimize.c nlopt.lib
Writing library for nlopt_optimize.mexw32
c:\temp\mex_dy~1\nlopt_optimize.obj .text: undefined reference to 
'_nlopt_destroy@4'
c:\temp\mex_dy~1\nlopt_optimize.obj .text: undefined reference to 
'_nlopt_create@8'
...
C:\PROGRA~1\MATLAB\R2010B\BIN\MEX.PL: Error: Link of 'nlopt_optimize.mexw32' 
failed.

??? Error using ==> mex at 208
Unable to complete successfully.

Any ideas on what the problem could be?
Thank you
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