After much trial and error, I found that we need to install the numpy + mkl package and the corresponding cvxopt from:
http://www.lfd.uci.edu/~gohlke/pythonlibs/
Download the file, and then do the following:
1) at the command prompt, go to the download folder
2) pip install "numpy-1.13.1 + mkl-cp36-cp36m-win_amd64.whl"
3) pip install "cvxopt-1.1.9-cp36-cp36m-win_amd64.whl"
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