...
In the future, this is likely to change, as only python 3 will be installed by default. If you want to use python 3.x, things should work, but proceed at your own risk. Alternatively, at least in the near future, you should still be able to install python 2.7 through the repositories.
Scipy
The necessary libraries can be obtained through the repositories with the command
sudo apt-get install python-scipy
CVXOPT
The necessary libraries can be obtained through the repositories with the command
...
Now you are done! Wasn't that easy?
Recommended: ipython
The program ipython provides an interpreter where you can type in python code one line at a time and immediately see output. For those unfamiliar with the syntax, it provides a quick way to check short pieces of code. It can be obtained through the repositories with the command
sudo apt-get install ipython
To run the program, simply type
ipython
into a terminal.