Windows support #3
Description
SDPLR supports windows through MinGW. The support is not quite done although there has already been some work as can be seen in the build.jl script. The current blocking issue it gcc complaining about missing libraries for -lblas, -llapack and -lgfortran.
There should be a way for the user to notify the build.jl script where Blas/Lapack is installed or we would also try using the library shipped with Julia although it might be difficult for 64 bits.
Help from a Windows user is welcome since debugging using AppVeyor isn't very efficient.