7.8 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.