CVXOPT

CVXOPT is a Python-based front-end to a variety of convex and conic optimization solvers. CVXOPT is less flexible, but more efficient than CVX. It also exposes an interface to customize the linear algebra routines used within the conic solvers so that one can create highly efficient, specialized interior point methods for certain problems. See their website for more details.

The standard installation comes with some open-source solvers. These open-source solvers will be sufficient for the Software Tools Class. Consult the CVXOPT documentation for instructions on adding additional solvers to your installation.

Installation Instructions.

CVXOPT requires Python 2.7 or Python 3.x. If you require Python a new version, please see the page Installing Python

Windows Machines

While it is possible to build CVXOPT from source, we have not yet tested/tried this. Any experience from users who are willing to try is welcome in the comments section.

Instead, please download and install from binary.

  1. Go to this download page
  2. Select "Archive" under "Older Versions."
  3. Under "Win32-binaries" select "cvxopt_1.1.4" for either python2.7 or python3.2 as appropriate.
  4. The downloaded file is an ordinary windows installer. Double-click and install as you would any other windows program.
Mac OS

While it is possible to install CVXOPT from a binary as described above, we have not tested/tried this. Any experience from users who are willing try is welcome in the comments section.

Otherwise, please build CVXOPT from source.

  1. If you downloaded the EPD version of Python described here Installing Python, continue to Step 3.
  2. If you are using a different version of python, you must ensure your python installation includes all the requisite dependencies listed here . As far as we currently know, it is sufficient to have built numpy and scipy from source.
  3. Download the gzipped tar file
  4. Unpack it somewhere convenient. You will want to remember where this folder is as all the examples and documentation will be kept here.
  5. Once it has unpacked, from a terminal go to <your folder>/cvx/src
  6. Run the command: python setup.py install --user

This should invoke the GCC compiler and build CVXOPT. When it is complete, you can test your installation.

Testing your installation

Since the installation of CVXOPT is slightly more involved than other packages, we highly recommend testing your installation. To do this:

  1. Navigate to <your folder >/cvxopt-1.1.5/examples/doc/chap8
  2. Execute python lp.py

This should produce some output code and an optimal solution of x = (1, 1).

Questions, Comments and Common Problems

If you come across an error in these installation instructions, please