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I fixed a problem with fmin and fmax not being available in commit 2bd9e5e.
Unfortunately, I was only able to build a whl for Python 3.4 due to cvxopt/cvxopt#94.
It would be great if you could give it a try and let me know if it works: https://ci.appveyor.com/project/sebp/scikit-survival/build/1.0.21/artifacts
It doesn't. Still there are issues. I use the latest Anaconda on 32-bit win 7 with mingw32-w64 (it's a 32-bit compiler!) installed (from conda).