CVXOPT: A Python Package for Convex Optimization
Previous:
8.7 Exploiting Structure in
Up:
8. Optimization Routines (cvxopt.solvers)
Next:
8.9 Algorithm Parameters
8.8 Optional Solvers
CVXOPT includes optional interfaces to several other optimization libraries.
GLPK
lp()
with the
solver='glpk'
option uses the the simplex algorithm in
GLPK (GNU Linear Programming Kit)
.
MOSEK
lp()
and
qp()
with the
solver='mosek'
option call routines from
MOSEK
version 4.
DSDP
sdp()
with the
solver='dsdp'
option uses the
DSDP5.8
solver.
GLPK, MOSEK and DSDP are not included in the CVXOPT distribution and need to be installed separately.
CVXOPT: A Python Package for Convex Optimization
Previous:
8.7 Exploiting Structure in
Up:
8. Optimization Routines (cvxopt.solvers)
Next:
8.9 Algorithm Parameters
Release 0.8.2, documentation updated on February 6, 2007.