8.8 Optional Solvers

CVXOPT includes optional interfaces to several other optimization libraries.

GLPK
lp() with the solver='glpk' option uses the the simplex algorithm in GLPK (GNU Linear Programming Kit).

MOSEK
lp() and qp() with the solver='mosek' option call routines from MOSEK version 4.

DSDP
sdp() with the solver='dsdp' option uses the DSDP5.8 solver.
GLPK, MOSEK and DSDP are not included in the CVXOPT distribution and need to be installed separately.