Install Guide

Mac OS X

  1. Install the Command Line Tools for Xcode.

    Download from the Apple developer site.

  2. Install Anaconda.

    Follow the instructions on the website.

  3. Create a new conda environment for cvxpy. We’ll call it cvxpy_env in these instructions.

    conda create -n cvxpy_env python=2 scipy numpy pip nose

  4. Activate the new conda environment.

    source activate cvxpy_env

In the future, make sure you have the cvxpy_env environment activated whenever you use cvxpy. You know the environment is activated if you see (cvxpy_env) on the left hand side of your terminal prompt.

  1. Install cvxpy with pip from the command-line.

    pip install cvxpy

  2. Test the installation with nose.

nosetests cvxpy

Ubuntu 14.04

  1. Make sure apt-get is up-to-date.
sudo apt-get update

  1. Install ATLAS and gfortran (needed for scs).

    sudo apt-get install libatlas-base-dev gfortran

  2. Install python-dev.

    sudo apt-get install python-dev

  3. Install pip.

    sudo apt-get install python-pip

  4. Install numpy and scipy.

    sudo apt-get install python-numpy python-scipy

  5. Install cvxpy.

    sudo pip install cvxpy

or to install locally

pip install --user cvxpy
  1. Install nose.
sudo apt-get install python-nose
  1. Test the installation with nose.
nosetests cvxpy

Windows

Here is a step-by-step guide to installing CVXPY on a Windows machine.

  1. If you have Python installed already, it’s probably a good idea to remove it first. (Sorry!)
  2. Download the latest version of Python(x,y).
  3. Install Python(x,y). When prompted to select optional components, make sure to check cvxopt and MinGW, as shown below.
../_images/windows1.png ../_images/windows2.png
  1. We need to set the default compiler as mingw32. Open Notepad and type the following, save the file at C:\Python27\Lib\distutils\distutils.cfg. (This is the default location. If you installed Python somewhere else, use the appropriate location.)
../_images/windows3.png
  1. Open Python(x,y) and launch the interactive console (highlighted button in the picture). This will bring up a console.
../_images/windows4.png
  1. From the console, run “pip install ecos” to install ecos.
  2. We need to install BLAS and LAPACK libraries, and make the scs package use them. Go here to download the win32 version of the dll and lib files of both BLAS and LAPACK. Put them under some directory, say C:blaslapack, as shown below.
../_images/windows5.png
  1. The system needs to know where to find the libraries. Right click on This PC (or My Computer), click Properties, Advanced system settings, then Environment Variables. Under the System variables list, find a variable named Path, and press Edit. Then, at the end of the list, put the address to the directory where you put the library files. All paths must be separated by semicolons.
../_images/windows6.png
  1. Download the SCS package as a zip file and unzip it.
  2. Browse to scs-master directory, and edit line 48 of the file scs.mk to “USE_LAPACK = 1”. Without this, scs won’t be able to solve SDPs.
../_images/windows7.png
  1. Browse to the src directory, and open the file cones.c. Edit lines 11 and 13 to look like the following.
../_images/windows8.png
  1. We have to change the numpy settings so that it knows where to find the libraries. Open C:\Python27\Lib\site-packages\numpy\distutils\site.cfg and add the following lines to the end of the file:
[blas]
library_dirs = C:\blaslapack
blas_libs = blas
[lapack]
library_dirs = C:\blaslapack
lapack_libs = lapack

You can remove what’s already in there, and replace the file with just the six lines above.

../_images/windows9.png
  1. Go back to the Python(x,y) terminal, and browse to the python directory of scs-master. From there, type “python setup.py build” to build scs. (If this step results in some error, remove the build directory and try again.) After the build is successful, run “python setup.py install” to install.
  2. After scs is installed, run “pip install cvxpy” to install CVXPY.
  3. Reboot your computer so that the path environment variable we set in step 8 takes effect.
  4. CVXPY should work now. You can use the Spyder IDE from the Python(x,y) home window. Click on the Spyder button to launch it. This IDE allows you to code, run, and view the console all in the same window. In order to check if the installation was successful, open a terminal, browse to C:\Python27\Lib\site-packages\cvxpy, and run “nosetests tests”. This runs all unit tests and reports any error found.
../_images/windows10.png

Other Platforms

The CVXPY installation process on other platforms is less automated and less well tested. Check this page for instructions for your platform.

Install from source

CVXPY has the following dependencies:

To test the CVXPY installation, you additionally need Nose.

CVXPY automatically installs ECOS, CVXOPT, SCS, and toolz. NumPy and SciPy will need to be installed manually. Once you’ve installed NumPy and SciPy, installing CVXPY from source is simple:

  1. Clone the CVXPY git repository.

  2. Navigate to the top-level of the cloned directory and run

    python setup.py install

Install with GLPK support

CVXPY supports the GLPK solver, but only if CVXOPT is installed with GLPK bindings. To install CVXPY and its dependencies with GLPK support, follow these instructions:

  1. Install GLPK. We recommend either installing the latest GLPK from source or using a package manager such as apt-get on Ubuntu and homebrew on OS X.

  2. Install CVXOPT with GLPK bindings.

    CVXOPT_BUILD_GLPK=1
CVXOPT_GLPK_LIB_DIR=/path/to/glpk-X.X/lib
CVXOPT_GLPK_INC_DIR=/path/to/glpk-X.X/include
pip install cvxopt

  3. Follow the standard installation procedure to install CVXPY and its remaining dependencies.