Installation instructions for CVXOPT Version 0.9.

The package requires version 2.3 or newer of Python, and is built 
from source, so the header files and libraries for Python must be 
installed, as well as the core binaries.

The installation requires either ATLAS or BLAS + LAPACK.  Using 
architecture optimized ATLAS libraries is recommended and gives a 
large performance improvement over standard BLAS & LAPACK libraries.  
Both header files and libraries must be installed.  

The following software libraries are optional.  

1) FFTW (www.fftw.org) is a C library for discrete Fourier transforms.

1) GLPK (www.gnu.org/software/glpk/glpk.html) is a linear programming 
package.  

2) MOSEK version 4 (www.mosek.com) is a commercial library of convex 
optimization solvers.  

3) DSDP5.8 (www-unix.mcs.anl.gov/DSDP) is a semidefinite programming
solver. 


Configuration script:
---------------------
Edit src/setup.py and update the following variables:

- ATLAS_LIB_DIR: the directory containing the lapack and blas libraries

- BUILD_FFTW: set this variable to 1 to enable FFTW support
- FFTW_LIB_DIR: the directory containing the libfftw3
- FFTW_INC_DIR: the directory containing fftw.h

- BUILD_GLPK: set this variable to 1 to enable GLPK support
- GLPK_LIB_DIR: the directory containing libglpk
- GLPK_INC_DIR: the directory containing glpk.h 

- BUILD_MOSEK: set this variable to 1 to enable MOSEK support
- MOSEK_LIB_DIR: the directory containing libmosek
- MOSEK_INC_DIR: the directory containing mosek.h

- BUILD_DSDP: set this variable to 1 to enable DSDP support
- DSDP_LIB_DIR: the directory containing libdsdp
- DSDP_INC_DIR: the directory containing dsdp5.h


Compilation:
------------
CVXOPT can be installed globally (for all users on a UNIX system) by 
writing:

    python setup.py install

It can also be installed locally in the home directory by typing:

    python setup.py install --home=~

This will install the libraries in /home/username/lib/python. In this
case PYTHONPATH must be updated, e.g., under Bash write

    export PYTHONPATH=$PYTHONPATH:/home/username/lib/python


Test it:
--------
To test that the installation was successful, go to the examples
directory and try one of the examples, for example,

    $ cd examples/doc
    $ python acent

If Python does not issue an error message installation was successful.
