On Friday, January 20, 2017 at 12:31:40 PM UTC, [email protected] wrote:
>
> Thanks, I'm going to install the newest version of Sage. and `dsdp` is 
> supported also by default in the cvxopt of sage?
>

no, dsdp is not supported by default.
Do you need to solve semidefinite optimisation problems (SDP)?
What are the optimisation problems you are solving? 
Sage does have a much better (mixed integer) linear programming interface
http://doc.sagemath.org/html/en/thematic_tutorials/linear_programming.html#linear-programming
http://doc.sagemath.org/html/en/reference/numerical/sage/numerical/mip.html

than the one via cvxopt; it has many backends available, including backends 
to commercial
solvers such as CPLEX etc.

It also has a similar interface for SDP, see
http://doc.sagemath.org/html/en/reference/numerical/sage/numerical/sdp.html
(although the only backend available ATM is cvxopt)
 

>
> On Friday, January 20, 2017 at 1:26:16 PM UTC+1, Dima Pasechnik wrote:
>>
>> There is something broken in your sage installation; for me the following 
>> works:
>>
>> c=vector(RDF,[-4,-5])
>> G=matrix(RDF,[[2,1],[1,2],[-1,0],[0,-1]])
>> h=vector(RDF,[3,3,0,0])
>> sol=linear_program(c,G,h,solver='glpk')
>> sol['x']
>>
>> ouput is
>>
>> GLPK Simplex Optimizer, v4.60
>> 4 rows, 2 columns, 6 non-zeros
>> *     0: obj =   0.000000000e+00 inf =   0.000e+00 (2)
>> *     2: obj =  -9.000000000e+00 inf =   0.000e+00 (0)
>> OPTIMAL LP SOLUTION FOUND
>> (1.0, 1.0)
>>
>> In fact, BUILD_GLPK is set to 1 in the patch applied to cvxopt's setup.py 
>> at the time sage's cvxopt package
>> is built, see build/pkgs/cvxopt/patches/setup.py.patch 
>>
>> We will add a test in the docs, cf. 
>> https://trac.sagemath.org/ticket/22217 that I just opened.
>>
>>
>> On Friday, January 20, 2017 at 12:11:37 PM UTC, Dima Pasechnik wrote:
>>>
>>>
>>>
>>> On Friday, January 20, 2017 at 11:44:46 AM UTC, [email protected] 
>>> wrote:
>>>>
>>>> When I run a program it tells me that 
>>>> `ValueError: invalid option (solver = 'glpk'): cvxopt.glpk is not 
>>>> installed`. 
>>>>
>>>> Then I try to install cvxopt with glpk from source. That is, change 
>>>> BUILD_GLPK to 1 in the setup.py and then `python setup.py install` in the 
>>>> sage shell. But it gives me error that
>>>> `error: command 'gcc' failed with exit status 1`.
>>>>
>>>
>>> This actually should be fixed properly, in the sense that both glpk and 
>>> cvxopt are standard Sage packages, and so nothing should prevent 
>>>  BUILD_GLPK=1 in cvxopt settings.
>>>
>>> In fact, I am under impression that it was working in the past, see 
>>> (very old)
>>> https://trac.sagemath.org/ticket/9598 and 
>>> https://trac.sagemath.org/ticket/6456
>>>
>>>
>>>

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