python安装cvxpy_安装cvxpy时解决ImportError: No module named multiprocessing

参加ICASSP2016时了解到Python下有一个优化工具包cvxpy，代码形式非常简洁，于是想尝试一下。

1.环境

本机环境windows 10 x64 + python2.7。

2.安装方法

运行如下命令：

pip install cvxpy

执行样例代码

from cvxpy import *

import numpy

# Problem data.

m = 30

n = 20

numpy.random.seed(1)

A = numpy.random.randn(m, n)

b = numpy.random.randn(m)

# Construct the problem.

x = Variable(n)

objective = Minimize(sum_squares(A*x - b))

constraints = [0 <= x, x <= 1]

prob = Problem(objective, constraints)

# The optimal objective is returned by prob.solve().

result = prob.solve()

# The optimal value for x is stored in x.value.

print(x.value)

# The optimal Lagrange multiplier for a constraint

# is stored in constraint.dual_value.

prin