Accessing a C++ DLL with some pointers from a C# application

Yes that's definitely STDCALL so you don't want to specify CDECL as the calling convention - I'd therefore remove that from the signature.

Also, it sounds like the double arrays are being initialized properly as well.

However, if the dll is exporting an Initialize() function, that does suggest that it's intended to be called by the client before using any of its other functions. I'd therefore try:

[DllImport("UPTool.dll")]
public static extern void UPTool_Initialize();

and then call that before you do anything else.

If it still doesn't work from C# but it does work when you call if from C, then you could try rewrapping the exported functions in another C dll and then see if you can P/Invoke it from that. 

I doubt whether the problem lies with the dll which I'd leave in the application folder.

The difference between the int and double[] parameters is that the former are value types and the latter are reference types. So, the values of the ints are contained in the variables' memory slots but pointers to where the array elements are stored (elsewhere on the heap) are held in the array variables' memory slots.

In the C function, the ints are passed by value so you can do exactly the same from C#. Similarly you can obtain a double * by just passing the double arrays by value.

So, I'm reasonably sure that we're matching the parameter types correctly.

You said in your original post that you knew the sizes of the other two arrays, Y and w, and possibly the size is being passed in the other int parameter NObj. Are you sure that you're initializing these arrays to the correct size?

The only other point is CALLTYPE which I imagine must be a typedef for a calling convention. Do you know how this defined?  if it's equivalent to CDECL rather than STDCALL/WINAPI then we'd need to alter the calling convention in the P/Invoke signature to avoid unbalancing the stack (the default is WINAPI):

[DllImport("UPTool.dll", CallingConvention = CallingConvention.Cdecl)]
public static extern int CP([In][Out] double[] ranking, int Nobj, int Nalternatives, double[] Y, double[] w);

Incidentally, no need for CharSet here as we're not using any strings though it does no harm if you want to leave it in.

public static extern int CP([In][Out] double[] ranking, int Nobj, int Nalternatives, double[] Y, double[] w);

P/Invoke is a bit of a black art and it can be difficult to get stuff to work first time (or even at all!) but, from what you've said:

1. The arrays don't need to be passed by reference as they're already pointers to where the elements are stored.

2. The array which receives the data should now be marshalled as an 'In/Out' parameter as the default is 'In' for arrays passed by value.

3. The two 'int' parameters should be passed by value rather than by reference as they're not pointers.

So, I'd try for your P/Invoke signature:

[DllImport("UPTool.dll", CharSet = CharSet.Auto)]
public static extern int CP([In][Out] double[] ranking, int Nobj, int Nalternatives, double[] Y, double[] w);

and call with:

public bool RunCP(int nscen, int natrib, double[] inputs, double[] weighting, out ArrayList CPRanking)
{
           
    CPRanking = new ArrayList();

    try
    {
       double[] results = new double[nscen];

       CP(results, natrib, nscen, inputs, weighting);
       CPRanking.AddRange(results);        
       return true;
    }
    catch
    {
       return false;
    }
}