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Installation on Windows - compiling from sources
NOTE: this page is for a from-source install (useful if you want to contribute to CasADi). If you just want to evaluate CasADi quickly, use a binary install.
Building CasADi from sources of Windows is difficult and we do not recommend this option for non-expert users. If you need a CasADi source build on a Windows computer, your best bet to install a Ubuntu 14.04 Virtualbox and then follow the installation instructions for Linux, either using the binary installers or building from sources.
That being said, if you are sure that you want to build CasADi on a Windows machine, there are a number of different ways to proceed. The way we recommend is to compile the tool with the MinGW compiler using MSYS. The easiest way to do this is using JModelica.org's software development kit (SDK). Follow the instructions on their website. The JModelica.org SDK will require you to install Python. If you choose to install Python(x,y), then you will get a complete Python installation with all the packages that you will need to get started, including the recommended Python IDE Spyder.