Install zmq on Centos

install.sh

sudo yum install -f libtool

cd autoconf-2.68
chmod +x configure
./configure 
chmod +x build-aux/git-version-gen
sudo make
sudo make install
cd ..

sudo yum install libtool
cd libsodium-master
chmod +x autogen.sh
./autogen.sh
chmod +x configure
./configure
make
sudo make install

echo 'export sodium_CFLAGS="-I/usr/local/include"' >> ~/.bashrc
echo 'export sodium_LIBS="-L/usr/local/lib"'  >> ~/.bashrc 
echo 'export CPATH=/usr/local/include'  >> ~/.bashrc 
echo 'export LIBRARY_PATH=/usr/local/lib'  >> ~/.bashrc 
echo 'export LD_LIBRARY_PATH=/usr/local/lib'  >> ~/.bashrc 
echo 'export LD_RUN_PATH=/usr/local/lib'  >> ~/.bashrc 
echo 'export PKG_CONFIG_PATH=/usr/local/lib/pkgconfig'  >> ~/.bashrc 
echo 'export CFLAGS=$(pkg-config --cflags libsodium)'  >> ~/.bashrc 
echo 'export LDFLAGS=$(pkg-config --libs libsodium)'  >> ~/.bashrc 
source ~/.bashrc

sudo touch /etc/ld.so.conf.d/libsodium.conf
sudo sh -c 'echo "/usr/local/lib" >> /etc/ld.so.conf.d/libsodium.conf'
sudo ldconfig

cd ../zeromq-4.1.4
chmod +x version.sh
chmod +x autogen.sh
./autogen.sh
chmod +x configure
./configure
make
sudo make install
sudo ldconfig


cd ../jzmq-master/
mv README.md README
mv Changelog.md ChangeLog
chmod +x autogen.sh
./autogen.sh 
chmod +x configure
./configure
make
sudo make install
sudo ldconfig

cd ..
tar -xzvf pyzmq-15.2.0.tar.gz
cd pyzmq-15.2.0
sudo python setup.py install

For Debian-based OSes:

$ sudo apt-get install libzmq3-dev build-essential