Compilation of PyOpt in the local directory failed

[moustafabachar]

I wanted to compile PyOpt in the current directory, and I followed the command:
python setup.py build_ext --inplace

However, I get the following errors:
undefined reference to 'evalhc_'
undefined reference to 'evalh_'
...
undefined reference to 'evalhlp'
collect2.exe: error: ld returned 1 exit status

Somehow it is not able to find those functions, even though they are defined in: pyOpt/pyOpt/pyALGENCAN/source/f2py/algencan.pyf

About my system, I am compiling on Windows 10 and I using Python3.7, numpy and numpy_ext are installed, swig is available and my fortran compiler is GNU Fortran 95 compiler (4.9.2)

[madebr]

What toolchain are you using?
I guess this is not the one shipped by msys2?