title: Upgrading cvxpy Using pip3 Failed
body: <p>I got this error when upgrading cvxpy using pip3. Does anybody know how to fix this? Thanks. The platform is OS X 10.11.2.</p>
  
  <pre><code>Collecting cvxpy
    Using cached cvxpy-0.3.5.tar.gz
  Requirement already satisfied (use --upgrade to upgrade): cvxopt&gt;=1.1.6 in /usr/local/lib/python3.5/site-packages (from cvxpy)
  Requirement already satisfied (use --upgrade to upgrade): ecos&gt;=2 in /usr/local/lib/python3.5/site-packages (from cvxpy)
  Requirement already satisfied (use --upgrade to upgrade): scs&gt;=1.1.3 in /usr/local/lib/python3.5/site-packages (from cvxpy)
  Collecting multiprocess (from cvxpy)
    Using cached multiprocess-0.70.3.tgz
      Complete output from command python setup.py egg_info:
      Traceback (most recent call last):
        File "&lt;string&gt;", line 20, in &lt;module&gt;
        File "/private/var/folders/94/v_wjnx7x62n8x7dfr_734zy80000gn/T/pip-build-bwub59jx/multiprocess/setup.py", line 66, in &lt;module&gt;
          meta_fh = open(os.path.join(here, '%s/__init__.py' % libdir))
      FileNotFoundError: [Errno 2] No such file or directory: '/private/var/folders/94/v_wjnx7x62n8x7dfr_734zy80000gn/T/pip-build-bwub59jx/multiprocess/py3.5/multiprocess/__init__.py'
  
      ----------------------------------------
  Command "python setup.py egg_info" failed with error code 1 in /private/var/folders/94/v_wjnx7x62n8x7dfr_734zy80000gn/T/pip-build-bwub59jx/multiprocess
  </code></pre>