I am trying to use OPT++ for multidimensional optimization with Visual Studio 2005. I added the include directory to my project. I added the lib directory to my project. When I try to compile the example that ships with the package, i get 102 of the same error:

NEWMAT is not a class or namespace

I also added the .../opt++/newmat directory to my projects include directories, but nothing changed.

Anyone have an experience with this?