Optimization toolboxes -- cvx, sedumi, sdpt3

[fork]

Has anyone had any success building any of these convex optimization products in
Octave?

They are GPL, so I don't feel guilty about using them....

... but when I try to compile the mex files that come with them, I get odd
errors, from wacky include errors (which seem to be fixed if I comment some ML
specific include statements) to "bus errors" when I call them (which might be
from only compiling a single command rather than all its possible friends).

If anyone had general advice or experience with this software, I would
appreciate any help you can give. (I am just "jiggling levers until (hopefully)
things un-break".)

Thx