On Friday, January 20, 2017 at 2:32:12 PM UTC, Dima Pasechnik wrote:
>
>
>
> 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.
>

In fact, we can include DSDP in sage with only a small effort. IIRC, some 
years ago DSDP did not have any
license in its distro, which made it quite unclear as to who can use it and 
how. (Or I overlooked it)

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)
>
 
Sage also provides csdp as a package, although one cannot at present use it 
as the backend to the
SDPs frontend. Someone has to work on this...
 

>  
>
>>
>> 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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