On Aug 22, 2012, at 10:22 AM, Антон Кирильчик wrote:
But i am able to build Boost shared libraries with shared runtime
linking. Or, as another example, i can build armadillo shared library,
which depends from LAPACK and BLAS. Can you describe why NLopt cannot
be built like other libraries?

Are you building those with MinGW? It is MinGW that is reporting the error (or perhaps the combination of MinGW with GNU libtool).
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