Fresh download from github (060816) of PhysX3.3, using Visual Studio 2015 with Update 2.
I chose debug x64 and built. The only glitch was a complaint that libcmt.lib conflicts with other libraries, use /NODEFAULTLIB.
Well, that and the fact that lots of complains about force inline not inlining, and since the project was set to treat warnings as errors, the debug build won’t link until that option is set to leave warnings as warnings.
I think the issue is that the project(s) include nvToolsExt64_1.lib, which appears to be built with Multi-Threaded (/MT), even in the debug build.
I switched the projects in the solution for debug/x64 to /MT, and the complaint disappears, but then a new one appeared.
It complains that _CrtDebugReport and _CrtSetReportModel are not found. That makes some sense because now I’m not building with a debug CRT.
So, I simply commented out the two lines (and associated code) in PsAssert.cpp (in foundation/source), and that solves that part.
It may not be the solution someone else prefers, because I believe you can ignore the linker warning with reasonable results in a debug build.
This would mean that release builds would have to be /MT, but that’s a good choice anyway.