【cvxopt 二次规划求解】python3.x安装凸优化cvxopt包求解二次规划

python 版本：3.7.5
一、Windows 平台安装：

1、下载cvxopt-1.2.5-cp37-cp37m-win_amd64.whl 文件
https://www.lfd.uci.edu/~gohlke/pythonlibs/#cvxopt

2、下载 numpy-1.19.1+mkl-cp37-cp37m-win_amd64.whl

https://www.lfd.uci.edu/~gohlke/pythonlibs/#numpy

进入cmd 命令，进入下载路径，执行如下命令：

pip uninstall numpy
pip install numpy-1.19.1+mkl-cp37-cp37m-win_amd64.whl
pip install cvxopt-1.2.5-cp37-cp37m-win_amd64.whl

import time
import numpy as np
np.set_printoptions(suppress=True)
import pprint
from cvxopt import matrix, solvers
P = matrix([[4.0 ,1.0] ,[1.0 ,2.0]])
q = matrix([1.0 ,1.0])
G = matrix([[-1.0 ,0.0] ,[0.0 ,-1.0]])
h = matrix([0.0 ,0.0])
A = matrix([1.0 ,1.0],(1 ,2))
b = matrix([1.0])


time1=time.time()
result = solvers.qp(P ,q ,G ,h ,A ,b)
time2=time.time()
print('x\n' ,result['x'])
print('总共耗时：' + str(time2 - time1) + 's')

运行结果：

     pcost       dcost       gap    pres   dres
 0:  1.8889e+00  7.7778e-01  1e+00  2e-16  2e+00
 1:  1.8769e+00  1.8320e+00  4e-02  2e-16  6e-02
 2:  1.8750e+00  1.8739e+00  1e-03  2e-16  5e-04
 3:  1.8750e+00  1.8750e+00  1e-05  1e-16  5e-06
 4:  1.8750e+00  1.8750e+00  1e-07  1e-16  5e-08
Optimal solution found.
x
 [ 2.50e-01]
[ 7.50e-01]

总共耗时：0.0039904117584228516s

二、Linux 平台安装：
Linux 平台安装直接用 conda install cvxopt 即可以。

conda activate model
conda install cvxopt