Windows support

[yuki-koyama]

Currently, this library does not support Windows. I hope this issue will be resolved in the near future (but I don't have access to Windows and am not familiar with it).

[boristim66]

Windows 10 / VisualStudio 2019. The project is assembled using CMake gui (3.16.4). Project is compiled and work fine, all yours tests was passed, but I only tested MDS in my code. Thank you.

[boristim66]

The only comment that the compiler did not like the empty lambda-expressions in main.cpp in the projects bfgs-test, l-bfgs-test and gradient-descent-tests, I added the parameter "type" to the square brackets, like this:

setting.f = [type](const Eigen::VectorXd& x) { return otf::GetValue(x, type); }; setting.g = [type](const Eigen::VectorXd& x) { return otf::GetGrad(x, type); };