macOS / OS X
Download gurobi6.0.5a_mac64.pkg from
https://www.gurobi.com/downloads/download-center.
$ brew install cmake
Debian / Ubuntu
Download gurobi6.0.5_linux64.tar.gz from
https://www.gurobi.com/downloads/download-center.
$ sudo apt-get install build-essential cmake
All Platforms
Set the GUROBI_DISTRO environment variable to the absolute path to the
Gurobi archive that you just downloaded. Then:
$ mkdir build && cd build
$ cmake ..
$ make install