Xristost built a DIYÂ adjustable lab power supply:
With the original schematic at hand I took the liberty to make a few changes. First of all I replaced two transistor-zener regulators with LM317L/LM337L. Circuits are calculated to produce 33V positive and 3V negative voltages. Thus total supply voltage for the opamps does not exceed 36V and therefor we may use standard ones. I also made changes in the LED drive circuit and a few other minor changes.
See the full post on DIYfan blog.