1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
|
Installation instructions for CVXOPT Version 1.1.3.
The package requires version 2.5 or newer of Python, and is built from
source, so the header files and libraries for Python must be installed,
as well as the core binaries.
The installation requires either ATLAS or BLAS + LAPACK. Using
architecture optimized ATLAS libraries is recommended and gives a large
performance improvement over standard BLAS & LAPACK libraries. Both
header files and libraries must be installed.
The following software libraries are optional.
1) The GNU Scientific Library GSL (www.gnu.org/software/gsl).
2) FFTW (www.fftw.org) is a C library for discrete Fourier transforms.
3) GLPK (www.gnu.org/software/glpk/glpk.html) is a linear programming
package.
4) MOSEK version 6 (www.mosek.com) is a commercial library of convex
optimization solvers.
5) DSDP5.8 (www-unix.mcs.anl.gov/DSDP) is a semidefinite programming
solver.
Configuration script:
---------------------
Edit src/setup.py and update the following variables:
- ATLAS_LIB_DIR: the directory containing the LAPACK and BLAS libraries.
- BUILD_GSL: set this variable to 1 if you would like to use the GSL
random number generators for constructing random matrices in CVXOPT.
If BULD_GSL is 0, the Python random number generators will be used
instead.
- GSL_LIB_DIR: the directory containing libgsl.
- GSL_iNC_DIR: the directory containing the GSL header files.
- BUILD_FFTW: set this variable to 1 to install the cvxopt.fftw module,
which is an interface to FFTW.
- FFTW_LIB_DIR: the directory containing libfftw3.
- FFTW_INC_DIR: the directory containing fftw.h.
- BUILD_GLPK: set this variable to 1 to enable support for the linear
programming solver GLPK.
- GLPK_LIB_DIR: the directory containing libglpk.
- GLPK_INC_DIR: the directory containing glpk.h.
- BUILD_DSDP: set this variable to 1 to enable support for the semidefinite
programming solver DSDP.
- DSDP_LIB_DIR: the directory containing libdsdp.
- DSDP_INC_DIR: the directory containing dsdp5.h.
Support for the linear, second-order cone, and quadratic programming
solvers in MOSEK is automatically enabled if the MOSEK Python interface
pymosek.so is found in the user's PYTHONPATH.
Compilation:
------------
CVXOPT can be installed globally (for all users on a UNIX system) by
writing:
python setup.py install
It can also be installed locally in the home directory by typing:
python setup.py install --home=~
This will install the libraries in /home/username/lib/python. In this
case PYTHONPATH must be updated, e.g., under Bash write
export PYTHONPATH = $PYTHONPATH:/home/username/lib/python
Test it:
--------
To test that the installation was successful, go to the examples directory
and try one of the examples, for example,
$ cd examples/doc/chap8
$ python lp.py
If Python does not issue an error message installation was successful.
|