8.8 Optional Solvers
CVXOPT includes optional interfaces to several other optimization libraries.
-
GLPK
- lp() with the solver=’glpk’ option uses the simplex algorithm in
GLPK (GNU Linear Programming Kit).
-
MOSEK
- lp() and socp() with the solver=’mosek’ option use MOSEK
version 5.
-
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.