At the begining, I have found desirable to run LyX with administrative privileges in windows. That avoid that the operative system, block access to some files. Since LyX will invoke MikTeX after it verifies the installed packages, is important that MikTeX is configured to automatically install a missing package.

Also, MikTeX configuration has provision to stablish that LuaLaTeX is an available format, that has to be authorized after MikTeX installation.

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