Need help installing LAPACK / BLAS for CVXOPT (or recommendations for another QP solver that is easier to install)

Question

I'm trying to install CVXOPT, which requires LAPACK / BLAS, and frankly, this is killing me!

Context

I am experimenting with SVM, so I need a QP solver. CVXOPT seems to be the best. The problem is depending on LAPACK / BLAS (or ATLAS).

I tried to install ATLAS, which I thought worked, but when I tried installing CVXOPT, I still got "can't find -lblas" and "can't find -llapack".

So, for the last 2 days, I have been trying to use various http://icl.cs.utk.edu/lapack-for-windows/lapack/#libraries_mingw methods to install LAPACK, but this turned out to be the most crisply complicated installation I ever had either had to be reformed, and I didn’t even start trying to install BLAS.

Question :

Can anyone:

A) Call me the English translation of the LAPACK / BLAS installation guides. Or some simple installation method, if such a thing exists.

OR

B) Call me a QP solver that does not require LAPACK / BLAS? Until now, I could not find one that is easier to install.

Thanks!

Answer 1

Ok, so I finally got this damn job. Here is what I did for any poor soul who should install CVXOPT in the future:

For the most part, follow the instructions at http://abel.ee.ucla.edu/cvxopt/install/index.html#building-cvxopt-for-windows , but you should also:

1) Download gnuwin32 from http://gnuwin32.sourceforge.net/ to use the sed command.

2) Download and use using cygwin NOT cmd to run all the commands. This is because the "sed" and "make" commands do not work in cmd. Also, when you are installing cygwin, make sure you include the make command package, which is under the dev tools, which I think.

3) The following commands are a bit wrong:

sed 's/-mno-cygwin//g' -i'.bak' c:\Python27\Lib\distutils\cygwinccompiler.py

it should be

sed 's/-mno-cygwin//g' -i'.bak' "c:\Python27\Lib\distutils\cygwinccompiler.py"

and

mv c:\Python27\Lib\distutils\cygwinccompiler.py.bak c:\Python27\Lib\distutils\cygwinccompiler.py

it should be

mv "c:\Python27\Lib\distutils\cygwinccompiler.py.bak" "c:\Python27\Lib\distutils\cygwinccompiler.py"

Answer 2

To install on Windows, download the numpy and cvxopt MLK binary.

Install MLK numpy first, then install the cvxopt binary.

See this page for a link to both of these files:

Problems installing cvxopt

9 times out of 10 this should work. Otherwise, yes, you are stuck manually. Congratulations on that.

Answer 3

I did exactly the Windows CVXOPT tutorial , but I had problems with "can't find -lblas" and "can't find -llapack".

What decided for me, instead of writing

  BLAS_LIB_DIR = '.' 

I wrote:

  BLAS_LIB_DIR = 'src' 

And it worked. :)