How to use GLPK with cvxopt in Windows 10?

[James Zack]

Hi,

I use 64 bit Windows 10. I downloaded glpk-4.64 for Windows. I unzipped the file to my documents. I added the w64 path in this folder to Windows' environment variables. I check if the glpk works in command line by executing this:

C:\Users\userz>glpsol
GLPSOL: GLPK LP/MIP Solver, v4.64
No input problem file specified; try glpsol --help

So I think glpk is installed properly.

Then I install cvxopt using this in command line:

python -m pip install cvxopt

Then it installs cvxopt.

When I do:

import cvxopt.glpk

I get this error:

import cvxopt.glpk
ImportError: No module named glpk

So, how do I fix this?

Best Regards

[Dima Pasechnik]

You need to build cvxopt's glpk Python extension. The latter is a wrapper around glpk DLL, which, I guess, is included in the glpk binary distribution.
Probably this means that you need to build cvxopt from source.

[James Zack]

Hi,

Do you know how to build cvxopt's glpk Python extension under Wİndows 10? Could you please help?

Thanks

Best Regards

[Dima Pasechnik]

On Sunday, January 21, 2018 at 9:30:51 AM UTC, James Zack wrote:

Do you know how to build cvxopt's glpk Python extension under Wİndows 10? Could you please help?

Lines 41-47 of setup.py have 3 parameters dealing with glpk

(see https://github.com/cvxopt/cvxopt/blob/master/setup.py#L41)

You need to set the 1st one to 1, and the 2nd and the 3rd to specify the library location and its headers.

(I don't have a Windows machine to try this, though)

----------------

Another, I suppose, much easier, way around might be to use Anaconda;

they provide cvxopt and glpk, and as far as I can see they build

the glpk extension for cvxopt:

https://github.com/conda-forge/cvxopt-feedstock/blob/master/recipe/build.sh#L16

HTH

Dima

[Martin]

The conda-forge channel only contains CVXOPT for macOS and Linux. 

You could try the (unofficial) wheels provided here: https://www.lfd.uci.edu/~gohlke/pythonlibs/#cvxopt