You can obtain the Cygwin setup.exe from here.

Execute setup.exe and follow the instructions in it, the only critical step for being able to compile Bonmin is in the package selection.

In addition to the default packages, you need to install the following. First in the devel branch, (click on Devel, it will open a subtree) select: * gcc * gcc-core * gcc-g77 * gcc-g++ * gcc-mingw * gcc-mingw-core * gcc-mingw-g77 * gcc-mingw-g++ * make * subversion

in the Web branch you need to select:

• wget

There is currently an issue with the version of make shipped with Cygwin, to address it please follow the instructions in BuildTools current issues.

Then proceed with the instalation following the instruction of setup.exe.