FATAL: Cannot solve SDPs with > 2x2 matrices without linked blas+lapack libraries
Install blas+lapack and re-compile SCS with blas+lapack library locations
ERROR: init_cone failure
Failure:could not initialize work
And unfortunately SDP solvers (SCS) is what I need.
Created already a bunch of different environments, nothing helped (currently I am trying it on python 3.7; latest anaconda).
Any help is much appreciated.