So, finally issue was solved by this answer here 
<http://stackoverflow.com/questions/31051038/eclipse-c-having-trouble-with-including-a-file-with-extension-ji>
.

On Thursday, June 25, 2015 at 3:33:45 PM UTC+2, Kostas Tavlaridis-Gyparakis 
wrote:
>
> But, sys.ji does exist in my folder of the path "
> /home/kostas/workspace/juli/Debug/../lib/x86_64-linux-gnu/julia/"
>
> On Thursday, June 25, 2015 at 3:18:17 PM UTC+2, Scott Jones wrote:
>>
>>  There is no .ji file anymore, although there is a command line option to 
>> produce it, 
>> --output-ji <name>
>>
>>
>> On Monday, June 22, 2015 at 9:03:31 AM UTC-4, Kostas Tavlaridis-Gyparakis 
>> wrote:
>>>
>>> Hello,
>>> I am trying to embed Julia in C++ but I currently face some sort of 
>>> issues.
>>> I am trying to follow the instructions shown here 
>>> <http://julia.readthedocs.org/en/latest/manual/embedding/>.
>>> First things first, I run Ubuntu 15.04 and my Julia version is v. 0.3.2 
>>> (it's the 
>>> version that is automatic installed when installing julia from ubuntu 
>>> center).
>>> I use eclipse for my C++ projects, yet again I have the following 
>>> issues, ac-
>>> cording to the instructions before trying to write any julia code in C 
>>> or C++ you
>>> need first to:
>>> 1) link the julia library (assuming I undersand correctly this refers 
>>> to  libjulia.so),
>>> which should be located in "Julia_DIR/usr/lib", yet again in my julia 
>>> directory
>>> there is no folder under the name usr. I did though find a libjulia.so 
>>> file in an
>>> other directory of my pc ("/usr/lib/x86_64-linux-gnu/julia") and added 
>>> this one
>>> instead.
>>> 2) include the path of julia.h which should be located in 
>>> "Julia_DIR/inclue/julia"
>>> now again in my julia directory there are no such folders and in general 
>>> there
>>> is nowhere in my pc any file such as julia.h. I did sth that is probably 
>>> wrong 
>>> and stupid but couldn't come up with anything else I downloaded this 
>>> <https://github.com/JuliaLang/julia> and I
>>> included the location of where julia.h is located to eclipse as well 
>>> with the direc-
>>> tions of all the other header files that were inculuded inside julia.h.
>>>
>>> Now when in Eclipse I am trying to compile and run a few simple julia 
>>> commands
>>> having included julia.h i receive an error saying that there is no uv.h 
>>> file in my
>>> system which is needed in one of the julia header files.
>>> I know that my whole approach is wrong, but yet again I couldn't find 
>>> anywhere
>>> in my pc the proper folders or files in order to follow the steps that 
>>> were sugges-
>>> ted in the julia website for running julia code inside C++.
>>> Any help would be much appreciated.
>>>
>>> Also, one more thing I wanted to ask is the following, in general 
>>> writing Julia
>>> code inside a C++ code is limited?
>>> What I want to do in general is write a JuMP model inside C++, so in 
>>> general
>>> is this possible, in the sense that by embedding Julia inside C++, will 
>>> I be able
>>> to use all of the tools and code of Julia language or is this only 
>>> limited to a cer-
>>> tain amount of commands and packages?
>>>
>>

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