On OSX, you can install CUTEst with Homebrew: https://github.com/optimizers/homebrew-cutest
You can do the same on Linux if you use Linuxbrew, or you can use https://github.com/abelsiqueira/linux-cutest.
I don't think Krylov.py is a dependency (optional or not). But NLP.py probably is. There should be a link to it.
On OSX, you can install CUTEst with Homebrew: https://github.com/optimizers/homebrew-cutest
You can do the same on Linux if you use Linuxbrew, or you can use https://github.com/abelsiqueira/linux-cutest.
I don't think Krylov.py is a dependency (optional or not). But NLP.py probably is. There should be a link to it.