I also posted this question on the Proxmox forums.
The Mellanox site only has drivers for Debian 8.3.
I tried using the 8.3 drivers but I'm getting some errors.
# ./install --distro debian8.3
Log: /tmp/ofed.build.log
Logs dir: /tmp/mlnx-en.31026.logs
Below is the list of mlnx-en packages that you have chosen
(some may have been added by the installer due to package dependencies):
ofed-scripts
mlnx-en-utils
mlnx-en-dkms
mstflint
This program will install the mlnx-en package on your machine.
Note that all other Mellanox, OEM, OFED, RDMA or Distribution IB packages will be removed.
Those packages are removed due to conflicts with mlnx-en, do not reinstall them.
Do you want to continue?[y/N]:y
Checking SW Requirements...
One or more required packages for installing mlnx-en are missing.
/lib/modules/4.10.1-2-pve/build/scripts is required for the Installation.
Attempting to install the following missing packages:
m4 autoconf swig automake dkms autotools-dev python-libxml2 graphviz debhelper chrpath dpatch quilt libltdl-dev linux-headers-4.10.1-2-pve
Failed command: apt-get install -y m4 autoconf swig automake dkms autotools-dev python-libxml2 graphviz debhelper chrpath dpatch quilt libltdl-dev linux-headers-4.10.1-2-pve