Download and Compilation


To get limbo, simply clone the source code from with git, or download it as a zip.



  • Boost , with the following libraries: filesystem, system, unit_test_framework (test), program_options, and thread; Boost is mainly used for the interaction with the system.
  • Eigen 3, Eigen3 is a highly-efficient, templated-based C++ library for linear algebra.


  • Intel MKL is supported as backend for Eigen. In our experience, it provided best results when compiling with Intel’s Compiler (ICC)
  • LAPACKE/BLAS is supported as a backend for Eigen (version>=3.3). In our experience, it gives high speed-ups with big matrices (i.e., more than 1200 dimensions) and hurts a bit the performance with small matrices (i.e., less than 800 dimensions). You can enable LAPACKE/BLAS by using the --lapacke_blas option (if you have Eigen3.3 or later).
  • Sferes2 if you plan to use the multi-objective bayesian optimization algorithms (experimental).


We use the WAF build system, which is provided with the limbo source code. To know why we use waf (and not CMAKE, SCONS, traditional makefiles, etc.), see the FAQ.

Like most build systems, it has a configuration and build steps, described bellow.



Make sure that the waf file has execution rights.

The first step is to configure your waf environment. For this, assuming that you are in the root directory of Limbo, you have to run the command:

./waf configure

If everything is okay, you should expect an output like this:

Setting top to                           : /path/to/limbo
Setting out to                           : /path/to/limbo/build
Checking for 'g++' (c++ compiler)        : /usr/bin/g++
Checking for 'gcc' (c compiler)          : /usr/bin/gcc
Checking boost includes                  : 1_55
Checking boost libs                      : ok
Checking Intel TBB includes              : not found
Checking for compiler option to support OpenMP : -fopenmp
Checking Intel MKL includes                    : not found
['-Wall', '-std=c++11', '-O3', '-march=native', '-g']

The actual ouput may differ, depending on your configuration and installed libraries.

Waf should automatically detect the libraries if they where installed in the default folders, but if it doesn’t, you can use the following command-line options to indicate where they are:

  • --libcmaes=/path/to/libcmaes
  • --nlopt=/path/to/nlopt
  • --tbb=/path/to/tbb
  • --mkl=/path/to/mkl
  • --sferes=/path/to/sferes2
  • --boost-includes /path/to/boost-includes [.h]
  • --boost-libs /path/to/boost-libraries [.a, .so, .dynlib]
  • --eigen /path/to/eigen3

Note that Sferes2 won’t be used unless you specify it’s installation folder. You can also specify a different compiler than the default, setting the environment variables CC and CXX.

A full example:

CC=icc CXX=icpc ./waf configure --sferes ~/sferes2 --mkl ~/intel/mkl --tbb ~/intel/tbb


The second step is to run the build command:

./waf build

Depending on your compiler, there may be some warnings, but the output should end with the following lines:

'build' finished successfully (time in sec)