$ cmake ..
-- The C compiler identification is GNU 4.9.2
-- The CXX compiler identification is GNU 4.9.2
CMake Warning at /usr/share/cmake-2.8.11.2/Modules/Platform/CYGWIN.cmake:15 (message):
  CMake no longer defines WIN32 on Cygwin!

  (1) If you are just trying to build this project, ignore this warning or
  quiet it by setting CMAKE_LEGACY_CYGWIN_WIN32=0 in your environment or in
  the CMake cache.  If later configuration or build errors occur then this
  project may have been written under the assumption that Cygwin is WIN32.
  In that case, set CMAKE_LEGACY_CYGWIN_WIN32=1 instead.

  (2) If you are developing this project, add the line

    set(CMAKE_LEGACY_CYGWIN_WIN32 0) # Remove when CMake >= 2.8.4 is required

  at the top of your top-level CMakeLists.txt file or set the minimum
  required version of CMake to 2.8.4 or higher.  Then teach your project to
  build on Cygwin without WIN32.
Call Stack (most recent call first):
  /usr/share/cmake-2.8.11.2/Modules/CMakeSystemSpecificInformation.cmake:36 (include)
  CMakeLists.txt:7 (project)


-- Check for working C compiler: /usr/bin/cc
-- Check for working C compiler: /usr/bin/cc -- works
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Check for working CXX compiler: /usr/bin/c++.exe
-- Check for working CXX compiler: /usr/bin/c++.exe -- works
-- Detecting CXX compiler ABI info
-- Detecting CXX compiler ABI info - done
-- Could NOT find CCache (missing:  CCACHE)
-- Performing Test _HAS_CXX11_FLAG
-- Performing Test _HAS_CXX11_FLAG - Success
-- Checking C++11 support for "__func__"
-- Checking C++11 support for "__func__": works
-- Checking C++11 support for "atomic"
-- Checking C++11 support for "atomic": works
-- Checking C++11 support for "auto"
-- Checking C++11 support for "auto": works
-- Checking C++11 support for "auto_ret_type"
-- Checking C++11 support for "auto_ret_type": works
-- Checking C++11 support for "class_override_final"
-- Checking C++11 support for "class_override_final": not supported
-- Checking C++11 support for "constexpr"
-- Checking C++11 support for "constexpr": works
-- Checking C++11 support for "cstdint"
-- Checking C++11 support for "cstdint": works
-- Checking C++11 support for "decltype"
-- Checking C++11 support for "decltype": works
-- Checking C++11 support for "initializer_list"
-- Checking C++11 support for "initializer_list": works
-- Checking C++11 support for "lambda"
-- Checking C++11 support for "lambda": works
-- Checking C++11 support for "long_long"
-- Checking C++11 support for "long_long": works
-- Checking C++11 support for "nullptr"
-- Checking C++11 support for "nullptr": works
-- Checking C++11 support for "regex"
-- Checking C++11 support for "regex": works
-- Checking C++11 support for "rvalue-references"
-- Checking C++11 support for "rvalue-references": works
-- Checking C++11 support for "sizeof_member"
-- Checking C++11 support for "sizeof_member": works
-- Checking C++11 support for "static_assert"
-- Checking C++11 support for "static_assert": works
-- Checking C++11 support for "variadic_templates"
-- Checking C++11 support for "variadic_templates": works
-- Looking for C++ include unordered_map
-- Looking for C++ include unordered_map - found
-- Using system's malloc
-- Looking for isfinite
-- Looking for isfinite - not found
-- Looking for isinf
-- Looking for isinf - not found
-- Looking for isnan
-- Looking for isnan - not found
-- Looking for signgam
-- Looking for signgam - not found
-- Looking for log2
-- Looking for log2 - found
-- Looking for powl
-- Looking for powl - not found
-- Looking for lgammal
-- Looking for lgammal - not found
-- Looking for sqrtl
-- Looking for sqrtl - not found
-- Looking for finite
-- Looking for finite - found
-- Looking for isfinite
-- Looking for isfinite - not found
-- Looking for isinf
-- Looking for isinf - found
-- Looking for isnan
-- Looking for isnan - found
-- Performing Test HAVE_STD_ISINF
-- Performing Test HAVE_STD_ISINF - Success
-- Performing Test HAVE_STD_ISFINITE
-- Performing Test HAVE_STD_ISFINITE - Success
-- Performing Test HAVE_STD_ISNAN
-- Performing Test HAVE_STD_ISNAN - Success
-- Looking for arc4random
-- Looking for arc4random - found
-- Could NOT find GDB (missing:  GDB_COMMAND GDB_VERSION)
-- Could NOT find MOSEK (missing:  MOSEK_DIR MOSEK_INCLUDE_DIR MOSEK_LIBRARY)
-- Looking for include file pthread.h
-- Looking for include file pthread.h - found
-- Looking for pthread_create
-- Looking for pthread_create - found
-- Found Threads: TRUE
-- Try OpenMP C flag = [-fopenmp]
-- Performing Test OpenMP_FLAG_DETECTED
-- Performing Test OpenMP_FLAG_DETECTED - Success
-- Try OpenMP CXX flag = [-fopenmp]
-- Performing Test OpenMP_FLAG_DETECTED
-- Performing Test OpenMP_FLAG_DETECTED - Success
-- Found OpenMP: -fopenmp
-- Could NOT find PkgConfig (missing:  PKG_CONFIG_EXECUTABLE)
-- A library with BLAS API not found. Please specify library location.
-- LAPACK requires BLAS
-- A library with LAPACK API not found. Please specify library location.
-- Could NOT find GLPK (missing:  GLPK_LIBRARY GLPK_INCLUDE_DIR GLPK_PROPER_VERSION_FOUND)
-- Could NOT find CPLEX (missing:  CPLEX_LIBRARY CPLEX_INCLUDE_DIR)
-- Could NOT find Eigen3 (missing:  EIGEN_INCLUDE_DIR) (Required is at least version "3.1.2")
-- Could NOT find NLOPT (missing:  NLOPT_LIBRARY NLOPT_INCLUDE_DIR)
-- Could NOT find LPSOLVE (missing:  LPSOLVE_LIBRARIES LPSOLVE_INCLUDE_DIR)
-- Could NOT find ColPack (missing:  COLPACK_LIBRARIES COLPACK_LIBRARY_DIR COLPACK_INCLUDE_DIR)
-- Could NOT find ARPREC (missing:  ARPREC_LIBRARIES ARPREC_INCLUDE_DIR)
-- Could NOT find Doxygen (missing:  DOXYGEN_EXECUTABLE)
CMake Error at /usr/share/cmake-2.8.11.2/Modules/FindPackageHandleStandardArgs.cmake:108 (message):
  Could NOT find PythonInterp (missing: PYTHON_EXECUTABLE)
Call Stack (most recent call first):
  /usr/share/cmake-2.8.11.2/Modules/FindPackageHandleStandardArgs.cmake:315 (_FPHSA_FAILURE_MESSAGE)
  /usr/share/cmake-2.8.11.2/Modules/FindPythonInterp.cmake:139 (FIND_PACKAGE_HANDLE_STANDARD_ARGS)
  CMakeLists.txt:706 (FIND_PACKAGE)


-- Configuring incomplete, errors occurred!