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Could you check your compilation instructions with respect to GUROBI detection. A call of
cmake
-DGUROBI_INCLUDE_DIR=/usr/local/gurobi702/linux64/include
-DGUROBI_CPP_LIB=/usr/local/gurobi702/linux64/lib/libgurobi_c++.a
-DGUROBI_LIB=/usr/local/lib/libgurobi70.so ..
with adjusted path and version numbers doesn't do the trick. However, adjusting the names and path in FindGUROBI.cmake to where these reside will. The variables don't appear to be set by -D
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