Python cvxopt.solvers.lp() Examples

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Example #1
Source File: mdp.py    From pymdptoolbox with BSD 3-Clause "New" or "Revised" License 6 votes vote down vote up 
def __init__(self, transitions, reward, discount, skip_check=False):
        # Initialise a linear programming MDP.
        # import some functions from cvxopt and set them as object methods
        try:
            from cvxopt import matrix, solvers
            self._linprog = solvers.lp
            self._cvxmat = matrix
        except ImportError:
            raise ImportError("The python module cvxopt is required to use "
                              "linear programming functionality.")
        # initialise the MDP. epsilon and max_iter are not needed
        MDP.__init__(self, transitions, reward, discount, None, None,
                     skip_check=skip_check)
        # Set the cvxopt solver to be quiet by default, but ...
        # this doesn't do what I want it to do c.f. issue #3
        if not self.verbose:
            solvers.options['show_progress'] = False