cvxopt包相关文档以及solver选取

  • 链接:http://cvxopt.org/

  • http://www.seas.ucla.edu/~vandenbe/publications/coneprog.pdf

  • CVXOPT是一个基于Python编程语言的凸优化自由软件包。它可以与交互式Python解释器一起使用,在命令行上执行Python脚本,或者通过Python扩展模块集成到其他软件中。它的主要目的是通过构建Python广泛的标准库和Python作为高级编程语言的优势,使凸优化应用程序的软件开发变得简单明了。

  • 由此可见cvxplot本身是用来解决凸优化问题的包。

  • 解决lp programming problem的话,参考以下文档:
    https://scaron.info/blog/linear-programming-in-python-with-cvxopt.html

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solvers

You can choose which solver to use via the solver keyword argument, for example solver='glpk' to use GLPK. Leaving it to None will call CVXOPT's default solver for Linear Cone Programs, which should be less efficient than GLPK as it solves a more general class of problems.

  • 他的意思是,一般用solver = 'glpk'来解决lp问题,因为默认的solver是来解决linear Cone Programs (线性锥规划问题)的。

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