How to link external libraries in C/C++

If you want to link /usr/local/lib/liblbfgs.so and compile quadratic.cpp then you have several options.
(include libbfgs.h in quadratic.cpp first)
g++  -Wall quadratic.cpp /usr/local/lib/liblbfgs.so -o quadratic

Or if this library is on your LD_LIBRARY_PATH, then you can simply do the following
g++ -Wall quadratic -llbfgs -o quadratic