tensorflow: pip error: No such file or directory: '/tmp/pip-...-build/setup.py'

I’m getting the following error when trying to install on a GPU desktop using pip as described in the tensorflow setup page:

$ sudo pip install https://storage.googleapis.com/tensorflow/linux/gpu/tensorflow-0.5.0-cp27-none-linux_x86_64.whl
Downloading/unpacking https://storage.googleapis.com/tensorflow/linux/gpu/tensorflow-0.5.0-cp27-none-linux_x86_64.whl
  Downloading tensorflow-0.5.0-cp27-none-linux_x86_64.whl (50.5Mb): 50.5Mb downloaded
  Running setup.py egg_info for package from https://storage.googleapis.com/tensorflow/linux/gpu/tensorflow-0.5.0-cp27-none-linux_x86_64.whl
    Traceback (most recent call last):
      File "<string>", line 14, in <module>
    IOError: [Errno 2] No such file or directory: '/tmp/pip-kYFqUa-build/setup.py'
    Complete output from command python setup.py egg_info:
    Traceback (most recent call last):
  File "<string>", line 14, in <module>
IOError: [Errno 2] No such file or directory: '/tmp/pip-kYFqUa-build/setup.py'

See this Stackoverflow page that discusses the problem and indicates that a setup.py file is missing in the package.