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A Python Package for Convex Optimization

Some CVXOPT solvers (LP, QP, SDP, SOCP) had been connected to OpenOpt.

Authors: Joachim Dahl, Lieven Vandenberghe

License: GPL3 or any above

Supported Platforms: Linux (native), Windows.

Source Languages: C, Python

API Languages: Python

Install issues:

  • First of all try using software channels (like "apt-get install python-cvxopt")
  • If you are installing from source, ensure
  • you have blas, lapack, blas-dev and lapack-dev packages installed
  • for glpk and DSDP you should ajust the variables BUILD_GLPK, BUILD_DSDP, GLPK_LIB_DIR etc in /src/

bugAttention Debian Linux based OSes have cvxopt with broken link to glpk

CVXOPT Homepage:

Also, you could be interested in the book (in pdf) "Convex Optimization" by Stephen Boyd and Lieven Vandenberghe

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