conda.exe: error while loading shared libraries: libz.so.1

The problem may be your /tmp is set to noexec in /etc/fstab. Verify with grep tmp /etc/fstab.

Run the installer with TMPDIR set to a directory you have write permissions to, on a file system with executable permission. i.e.:

mkdir /users/$USER/tmpconda
TMPDIR=/users/$USER/tmpconda bash Miniconda2-latest-Linux-x86_64.sh

Solution was found at Anaconda Issues 11587

A quick test of executability on a file system:

$ touch foo && chmod +x foo && ./foo
-bash: ./foo: Permission denied

noexec will cause "Permission denied" even if x is set on the file.