Fix compiler warnings

[chris0x44]

Builds silently on MSVC with /W4

ATTENTION: Please take a close look at the lambda in optimizer.h:928
The parameter was overshadowing the capture which is interpreted in variable ways on different compilers. I made a guess on the intended behavior which might be very wrong.

[sudz123]

The grammar corrections are appreciated, but we are trying to be consistent with the variable naming and are following the book for it, please do not change it.

[chris0x44]

Just to be sure. You are referring to all changes in variable names or just the two for-loops, both using i as a counter?
Because using x in the lambda in MultiplierConstrained will produce inconsistent behavior depending on compiler ( see https://stackoverflow.com/questions/42088015/lambda-capture-and-parameter-with-same-name-who-shadows-the-other-clang-vs-g ).

[sudz123]

I was referring to the for loops, we are trying to keep the 'i' consistent.
Also, we are capturing the variable named x for use in the lambda function. I did not understand the details of the link you gave, I might if I dig deeper(which I will), but what I would like to know is why are you calling obj_func with value and GetMultiplierPenalty with x. They need to be called with the same variable, the x which was captured from the main function.

[chris0x44]

OK, so the lambda should look as follows?

std::function<double (Eigen::VectorXd)> func = [R, obj_func, x, ineq_const, eq_const, sigma, tau] (Eigen::VectorXd value)->double { 
               return obj_func(x) + R * GetMultiplierPenalty(ineq_const, eq_const, x, tau, sigma); };

In that case I am confused as to why the lambda takes a parameter for the call if it doesn't use it.

[sudz123]

Yes, that is how it should used. But I too am confused regarding your question. Which parameter are you referring to, because every parameter being captured is used inside the lambda function I think.

[chris0x44]

Maybe we have a misunderstanding here. All values captured by the lambda are used, that I agree with. The thing is that the way the std::function object is defined, it would have the following function prototype (captures of the lambda are not relevant here):

double MyFuncName( Eigen::VectorXd value );

So the function, when it is invoked, needs to be passed an Eigen::VectorXd object. Since we are not using this passed parameter in the function, I was wondering why it is needed in the first place.