对于我来说，我使用的是cmake 3.5，下面(设置变量)不起作用:

set(
      ARCHIVE_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
      LIBRARY_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
      RUNTIME_OUTPUT_DIRECTORY "/home/xy/cmake_practice/bin/"
)

但这是有效的(set set_target_properties):

set_target_properties(demo5
    PROPERTIES
    ARCHIVE_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
    LIBRARY_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
    RUNTIME_OUTPUT_DIRECTORY "/home/xy/cmake_practice/bin/"
)

$ cat CMakeLists.txt
project (hello)
set(EXECUTABLE_OUTPUT_PATH "bin")
add_executable (hello hello.c)

再加上:

如果你正在使用CMAKE来生成Visual Studio解决方案，并且你希望Visual Studio将编译好的文件输出到/bin中，Peter的回答需要稍微修改一下:

# set output directories for all builds (Debug, Release, etc.)
foreach( OUTPUTCONFIG ${CMAKE_CONFIGURATION_TYPES} )
    string( TOUPPER ${OUTPUTCONFIG} OUTPUTCONFIG )
    set( CMAKE_ARCHIVE_OUTPUT_DIRECTORY_${OUTPUTCONFIG} ${CMAKE_SOURCE_DIR}/lib )
    set( CMAKE_LIBRARY_OUTPUT_DIRECTORY_${OUTPUTCONFIG} ${CMAKE_SOURCE_DIR}/lib )
    set( CMAKE_RUNTIME_OUTPUT_DIRECTORY_${OUTPUTCONFIG} ${CMAKE_SOURCE_DIR}/bin )
endforeach( OUTPUTCONFIG CMAKE_CONFIGURATION_TYPES )

使用set(CMAKE_RUNTIME_OUTPUT_DIRECTORY "/some/full/path/to/bin")

对serg06的答案的进一步细化:

要强制所有生成器和所有构建配置都使用这三个路径，您可以添加一个空生成器表达式，如下所示:

set(CMAKE_RUNTIME_OUTPUT_DIRECTORY "$<0:>${CMAKE_BINARY_DIR}/bin") # .exe and .dll
set(CMAKE_LIBRARY_OUTPUT_DIRECTORY "$<0:>${CMAKE_BINARY_DIR}/lib") # .so and .dylib
set(CMAKE_ARCHIVE_OUTPUT_DIRECTORY "$<0:>${CMAKE_BINARY_DIR}/lib") # .lib and .a

这样做的副作用是迫使Visual Studio生成器使用指定的路径，而不是添加特定于配置的子目录，这样就不需要foreach循环。

使用EXECUTABLE_OUTPUT_PATH CMake变量设置所需的路径。详细信息请参考CMake在线文档:

CMake 2.8.8文档