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Warning On Windows and Mac OS X, the EPD installation has an annoying feature whereby it will change your system's default Python version to the version it installs. Many users don't like this. If you're one of these users(I personally do not mind and have not bothered to change it back). If you do want restore the defaults, though, make a note of what your default python is before installing. For example, on Mac OSX you would, Open a Terminal and type:
$which python
Save the output for later. Close the terminal.
If you are on Windows, do nothing for now.

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  1. If you downloaded the EPD version of Python described above, Continue to Step 3.
  2. If you are using a different version of python, you must ensure your python installation includes all the requisite dependencies listed here . As far as we currently know, it is sufficient to have built numpy and scipy from source.
  3. Download the gzipped tar file
  4. Unpack it somewhere convenient. You will want to remember where this folder is as all the examples and documentation will be kept here.
  5. Once it has unpacked, from a terminal go to <your folder>/src
  6. Run the command: python setup.py install --user
    1. If you were one of the people who changed their default version of python back to something non-EPD, include the full path in this last command, i.e.:
      <Path to EPD Python Installation>/python setup.py install --user

This should invoke the GCC compiler and build CVXOPT.  Remember, you need to run this last command with EPD Python.  Hence, if you were one of the people who changed their default version of python back to something that wasn't EPD, include the full-path to EPD n the last comand.  

When it is complete, you can test your installation.

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