added xgboost in linux build

build_linux_dependencies.sh

 #!/bin/sh
 
-cd alphamind/pfopt
+cd xgboost
+git submodule init
+git submodule update
 
-./build_linux.sh
+make -j4
+cd python-package
+python setup.py install
 
 if [ $? -ne 0 ] ; then
     cd ../..
@@ -10,3 +14,12 @@ if [ $? -ne 0 ] ; then
 fi
 
 cd ../..
+
+cd alphamind/pfopt
+./build_linux.sh
+if [ $? -ne 0 ] ; then
+    cd ../..
+    exit 1
+fi
+
+cd ../..
\ No newline at end of file