I faced an error “No supported compiler or SDK was found.” when I tried to compile mexlised cpp file on MATLAB2015a (Mac 10.10.5).
MATLAB complains as fellow when “mex -setup” command is issued.
“No supported compiler or SDK was found.” which means that either no compiler has been installed on your system or not properly been linked with MATLAB’s mex.
The following link worked for my case and I could successfully compile mexlised cpp files.
And the attached xcode7_mexopts
Hope this save some your time.