1.Create new project in C++ - win32 console application. Uncheck option "precompiled header" in Application Settings dialog
2.click on Project->Add new item. Select code and C++ file.Enter name lmdif.hpp

3.Copy all the code from here
Paste it into file lmdif.hpp

4.Edit lmdiff.hpp file
Comment out line 64 : #include <ql/math/optimization/levenbergmarquardt.hpp>
Comment out line 270: QuantLib::LevenbergMarquardt::fcn(m, n, x, fvec, iflag);

5.Implement function to be minimized
Modify the function fcn in file lmdif.hpp
Change the values of fvec being passed into this function.Set it to result of function values using the parameter vector x.


6. In the main.cpp file call QuantLib::MINPACK::lmdif to minimize the function. The solution is found in the x vector after completion of the function call