#include <stdio.h>
#include <cstdio>
#include <cmath>
#include <math.h>
#include <stdlib.h>
#define TWO_PI 6.28318530732959
#define PI 3.14159255

//include libraries
#include <string> //for joining the strings
#include <sstream> //for naming the output files.
#include <iostream>
#include <omp.h>
#include <ctime> //for random numbers
#include <cstdlib> //for srand() and rand()

#include <iostream>

#include "/hwdisks/home/al544/ALGLIB/cpp/src/stdafx.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/ap.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/ap.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/linalg.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/linalg.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/alglibinternal.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/alglibmisc.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/alglibinternal.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/alglibmisc.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/solvers.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/solvers.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/interpolation.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/interpolation.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/specialfunctions.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/specialfunctions.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/statistics.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/statistics.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/optimization.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/optimization.h"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/integration.cpp"
#include "/hwdisks/home/al544/ALGLIB/cpp/src/integration.h"

using namespace std;

int main (int argc, char* argv[]) {
   
   int lenJ = 400;
   double diffstep = 1e-6;
   
   alglib::minbleicstate bleicstate;
   alglib::minbleicreport bleicrep;
   
   alglib::real_1d_array lambdaJguess;
   lambdaJguess.setlength(lenJ);   
   alglib::real_1d_array lscale;
   lscale.setlength(lenJ);
   for (int i = 0; i < lenJ; i++) {
      lambdaJguess[i] = 0.0;
      lscale[i] = 10.*double(i);
   }
   
   alglib::minbleiccreatef(lenJ, lambdaJguess, diffstep, bleicstate);
   printf("after creating minbleiccreatef\n");
   alglib::minbleicsetscale(bleicstate, lscale);
   printf("after setting scale\n");
   
   return 0;
}

try
{
   .... your code ....
}
catch(alglib::ap_error e)
{
    printf("error msg: %s\n", e.msg.c_str());
}