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pythonlapackblasquadratic

Need help installing LAPACK/BLAS for CVXOPT (or a recommendation for another QP solver that's easier to install)

I've been trying to install CVXOPT, which requires LAPACK/BLAS and to be honest it's killing me!

Context:

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

I've tried installing ATLAS, which I thought worked, but when trying the CVXOPT install I still got "cannot find -lblas" and "cannot find -llapack".

So for the last 2 days I've been trying to follow the various methods on http://icl.cs.utk.edu/lapack-for-windows/lapack/#libraries_mingw to install LAPACK, but it's turning out to be the most ball crunchingly difficult installation I've ever had to preform, and I haven't even started trying to install BLAS yet.

The question:

Could someone either:

A) Point me to an English translation of the LAPACK/BLAS install guides. Or some sort of simple method of instillation if such a thing exists.

OR

B) Point me to a QP solver which doesn't require LAPACK/BLAS? So far I've not been able to find one that's any easier to install.

Thanks!

Solution

  • Ok so I finally got the damn thing working. Here is what I did, for any poor soul who has to 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 also must:

    1) Download gnuwin32 from http://gnuwin32.sourceforge.net/ in order to use 'sed' command.

    2) Download and use use cygwin NOT cmd for running all commands. This is because 'sed' and 'make' commands don't work in cmd. Also when you are doing the cygwin install make sure you include the make command package which is under dev tools I think.

    3) The following commands are slightly wrong:

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

    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

    should be

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