If you require dual variables for a continuous problem, you will need to use another solver. See the PySCIPOpt github for installation instructions.ĬVXPY’s SCIP interface does not reliably recover dual variables for constraints. Install with SCIP support ¶ĬVXPY supports the SCIP solver through the pyscipopt Python package. Install OR-Tools such that you can run import ortools in Python. Install with GLOP and PDLP support ¶ĬVXPY supports the GLOP and PDLP solvers. See the NAG website for installation instructions. Simply install NAG such that you can import naginterfaces in Python. The sdpt3glue package allows you to model problems with CVXPY and solve them with SDPT3. See the SDPA for Python website for installation instructions. Simply install SDPA for Python such that you can import sdpap in Python. See the CPLEX website for installation instructions. Simply install CPLEX such that you can import cplex in Python. See the COPT release page for installation instructions. Simply install COPT such that you can import coptpy in Python. Simply install cylp and the corresponding prerequisites according to the instructions, such you can import this library in Python. Install with Cbc (Clp, Cgl) support ¶ĬVXPY supports the Cbc solver (which includes Clp and Cgl) with the help of cylp. See the Xpress Python documentation pages for installation instructions.

Simply install XPRESS such that you can import xpress in Python.

See the MOSEK website for installation instructions. Simply install MOSEK such that you can import mosek in Python.

See the GUROBI website for installation instructions. Install GUROBI version 7.5.2 or greater such that you can import gurobipy in Python. X / include pip install cvxoptįollow the standard installation procedure to install CVXPY and its remaining dependencies. X / lib CVXOPT_GLPK_INC_DIR =/ path / to / glpk - X. CVXOPT_BUILD_GLPK = 1 CVXOPT_GLPK_LIB_DIR =/ path / to / glpk - X.

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