Did you download the official nlopt-2.4.1.tar.gz archive?  This includes 
nlopt.hpp

If you clone from github, it won't have nlopt.hpp because this file is 
generated by the Makefile.

On May 2, 2014, at 8:46 AM, Jens Gotthardsen <[email protected]> wrote:
> It seems like the nlopt.hpp should just be removed from CMakeLists.txt for it 
> to work

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