最近想用C语言进行凸优化，凸优化工具箱用的是python中的cvxopt（因为官网上有using from C的example）。
但是将cvxopt安装到python后，打开官网的测试代码还是报错无法打开cvxopt.h
提问：安装到python后，是否已生成cvxopt.h？如果有，路径一般在哪里？如果没有，应该怎么生成？
编译环境：vs2019+python3.7（64bits）+boost1.72.0
附官网代码：
/*
A modified version of the example in the Python documentation:
http://docs.python.org/ext/pure-embedding.html
Solves the LP:
minimize -4*x1 -5*x2
subject 2*x1 + x2 <= 3
x1 + 2*x2 <= 3
x1 >= 0, x2 >= 0
and prints the solution from C.
On Ubuntu Linux compile with:
gcc -o embed_cvxopt embed_cvxopt.c \
-I${CVXOPT_SRC}/C \
-I/usr/include/python2.4 -lpython2.4
*/
#include "cvxopt.h"
int
main(int argc, char *argv[])
{
Py_Initialize();
if (import_cvxopt() < 0) {
fprintf(stderr, "error importing cvxopt");
return 1;
}
/* import cvxopt.solvers */
PyObject *solvers = PyImport_ImportModule("cvxopt.solvers");
if (!solvers) {
fprintf(stderr, "error importing cvxopt.solvers");
return 1;
}
/* get reference to solvers.solvelp */
PyObject *lp = PyObject_GetAttrString(solvers, "lp");
if (!lp) {
fprintf(stderr, "error referencing cvxopt.solvers.lp");
Py_DECREF(solvers);
return 1;
}
/* create matrices */
PyObject *c = (PyObject *)Matrix_New(2, 1, DOUBLE);
PyObject *G = (PyObject *)Matrix_New(4, 2, DOUBLE);
PyObject *h = (PyObject *)Matrix_New(4, 1, DOUBLE);
PyObject *pArgs = PyTuple_New(3);
if (!c || !G || !h || !pArgs) {
fprintf(stderr, "error creating matrices");
Py_DECREF(solvers); Py_DECREF(lp);
Py_XDECREF(c); Py_XDECREF(G); Py_XDECREF(h); Py_XDECREF(pArgs);
return 1;
}
MAT_BUFD(c)[0] = -4;
MAT_BUFD(c)[1] = -5;
MAT_BUFD(G)[0] = 2;
MAT_BUFD(G)[1] = 1;
MAT_BUFD(G)[2] = -1;
MAT_BUFD(G)[4] = 1;
MAT_BUFD(G)[5] = 2;
MAT_BUFD(G)[7] = -1;
MAT_BUFD(h)[0] = 3;
MAT_BUFD(h)[1] = 3;
/* pack matrices into an argument tuple - references are stolen*/
PyTuple_SetItem(pArgs, 0, c);
PyTuple_SetItem(pArgs, 1, G);
PyTuple_SetItem(pArgs, 2, h);
PyObject *sol = PyObject_CallObject(lp, pArgs);
if (!sol) {
PyErr_Print();
Py_DECREF(solvers); Py_DECREF(lp);
Py_DECREF(pArgs);
return 1;
}
PyObject *x = PyDict_GetItemString(sol, "x");
fprintf(stdout, "\n\nx = (%5.4e, %5.4e)\n", MAT_BUFD(x)[0], MAT_BUFD(x)[1]);
Py_DECREF(solvers);
Py_DECREF(lp);
Py_DECREF(pArgs);
Py_DECREF(sol);
Py_Finalize();
return 0;
}
