1、The first step is download tw folders, one comes from
https://nlopt.readthedocs.io/en/latest/NLopt_on_Windows/ (64 version)
Another 64-bit Windows DLLs, built with MinGW, which comes from
http://ab-initio.mit.edu/wiki/index.php?title=NLopt_on_Windows&redirect=no
2、 Then cd into the folder with a bin subdirectory that contains libnlopt.dll,
use the command below to generate libnlopt.exports (the command is done under Developer Command Prompt for VS2013 )
dumpbin /EXPORTS yourfile.dll > yourfile.exports
Then select all the defined functions and copy them to a new file and name it as libnlopt.def, in the its header, add two lines:
LIBRARY libnlopt.dll EXPORTS
Then, still under Developer Command Prompt for VS2013, excute command:
lib /def:libnlopt.def /machine:x64
Finally, do the following steps
% chage directory
cd('Directory of nlopt');
% add the files to the search directory
addpath(genpath('Directory of nlopt'));
% build, link to header and link to .lib file (no space between -I, -L, and -l)
mex .matlab
lopt_optimize.c -IDirectory of nlopt -LDirectory of nlopt -llibnlopt
the mex steup succeed!