Install cvxpy on windows, Anaconda

What is cvxpy

It's like a wrapper for other mathematical optimization libraries such as cvxopt.

The feature of this library is that it automatically converts optimization problems to the standard system. This makes it very easy to calculate the coefficient matrix.

Installation and its problems

As on the official page

python


conda install -c omnia cvxopt
conda install -c omnia scs
pip install cvxpy

You can install it with, but you will get an error at runtime. CVXcanon and fastcache, which are the libraries that cvxpy depends on, contain a compiled file (.pyd) and an error occurs when reading this. I don't know the cause, but I expect it to be the difference between 32bit and 64bit.

Solution

Delete CVXcanon and fastcache and reinsert them with conda. If you are installing a new one, it is better to install it here first so that you do not have to bother with it twice.

python


pip uninstall cvxcanon
pip uninstall fastcache

conda install -c cvxgrp cvxcanon
conda install fastcache

The cvxcanon repository may be omnia instead of cvxgrp. (Although it is not directly related to this, on Linux, CVXCanon could not be imported when installing from cvxgrp, and it was solved by reinstalling from omnia.)

Finally

You could use the Unofficial Windows Binaries for Python Extension Packages, but it's easier to just type a command. I think.

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