Python optimization installation

Install Anaconda 4.4.0

For Linux

Anaconda is BSD licensed which gives you permission to use Anaconda commercially and for redistribution.

Changelog

1. Download the installer

2. Optional: Verify data integrity with MD5 or SHA-256 More info

3. In your terminal window type one of the below and follow the instructions:

   1. Python 3.6 version

      1. bash Anaconda3-4.4.0-Linux-x86_64.sh

      2. Python 2.7 version

      3. bash Anaconda2-4.4.0-Linux-x86_64.sh

   2. NOTE: Include the "bash" command even if you are not using the bash shell

Install Gurobi

• The next step is to install the Gurobi package into Anaconda. You do this by first adding the Gurobi channel into your Anaconda platform and then installing the Gurobi package from this channel.

• From an Anaconda terminal issue the following command to add the Gurobi channel to your default search list:

conda config --add channels http://conda.anaconda.org/gurobi

• Now issue the following command to install the Gurobi package:

conda install gurobi

• Your license is visible on the website: http://www.gurobi.com/downloads/licenses/license-center

• Download the Visual Studio C++ compiler for Python (for windows)

• Open the Anaconda prompt and install CVXOPT by running the following command:

conda install -c https://conda.anaconda.org/omnia cvxopt

• Install SCS from the Anaconda prompt by running the following command:

conda install -c https://conda.anaconda.org/omnia scs

• Install CVXPY from the Anaconda prompt by running the following command:

pip install cvxpy