diff -rNu a/src/__bfgsmin.cc b/src/__bfgsmin.cc
--- a/src/__bfgsmin.cc	2012-03-30 11:14:48.000000000 -0400
+++ b/src/__bfgsmin.cc	2013-01-14 12:07:15.639384929 -0500
@@ -25,6 +25,7 @@
 #include <octave/Cell.h>
 #include <octave/lo-mappers.h>
 #include <float.h>
+#include <limits.h>
 #include "error.h"
 
 int __bfgsmin_obj(double &obj, const std::string f, const octave_value_list f_args, const ColumnVector theta, const int minarg)