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8.8 Optional Solvers

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.

 

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