diff --git a/Makefile b/Makefile
index fd310637f..fc1a11fa9 100644
--- a/Makefile
+++ b/Makefile
@@ -483,6 +483,7 @@ SGDLIB_SRC=\
 	$(SOURCEDIR)/SGDLib/Profiler.cpp \
 	$(SOURCEDIR)/SGDLib/SGD.cpp \
 	$(SOURCEDIR)/SGDLib/PostComputingActions.cpp \
+	$(SOURCEDIR)/SGDLib/ASGDHelper.cpp \
 	
 SGDLIB_SRC+=$(CNTKLIBRARY_COMMON_SRC)