You will need GSL libraries installed.
How to compile: g++ -o execname cont_LagrangMult.c rk78.c Fun.c lu.c memoria.c -lgsl -lgslcblas
Fun.c is a file that you need to create. There you define the function F and its Jacobian. See the folder "examples" for examples. Remember to properly tune the parameters n and m in the main code and provide an initial guess according to your function.
Note also that the "kernel" function may provide a vector in oposite direction to the desired one. Tune the conditional after the call to "kernel" according to your needs.