title: How to install CVXPY on MS Windows?
body: <p>I am trying to install CVXPY on windows. I already had installed Anaconda, so I am following <a href="http://www.cvxpy.org/en/latest/install/#windows-with-anaconda" rel="nofollow noreferrer">this</a> steps. I updated anaconda to the latest version, and checked that the Visual Studio C++ compiler for Python was already installed on my computer. After that I installed SCS from Anaconda running the command suggested:</p>
  
  <pre><code>conda install -c https://conda.anaconda.org/omnia scs
  </code></pre>
  
  <p>This returned an error message:</p>
  
  <pre><code>Solving environment: failed
  
  UnsatisfiableError: The following specifications were found to be in conflict:
      - blaze
      - scs
  Use "conda info &lt;package&gt;" to see the dependencies for each package.
  </code></pre>
  
  <p>I dont know what the blaze package is, something installed by anaconda I guess, so I unistalled it from pip and then installed scs ( I say this just in case it is important, the real problem comes now)</p>
  
  <p>After installing SCS I installed CVXPY:</p>
  
  <pre><code>pip install cvxpy
  </code></pre>
  
  <p>Apparently no error mesdsages appeared during the installation, but then I run the nosetest:</p>
  
  <pre><code>nosetests cvxpy
  </code></pre>
  
  <p>And this returned 27 error messages that I have no idea how to solve. ¿Anyone else had this problem and can give me some hints?</p>
  
  <p>(I paste here some of the error messages I get).</p>
  
  <pre><code>======================================================================
  ERROR: Failure: ImportError (cannot import name SymbolicQuadForm)
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\loader.py", line 418, in loadTestsFromName
      addr.filename, addr.module)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\importer.py", line 47, in importFromPath
      return self.importFromDir(dir_path, fqname)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\importer.py", line 94, in importFromDir
      mod = load_module(part_fqname, fh, filename, desc)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\reductions\__init__.py", line 25, in &lt;module&gt;
      from cvxpy.reductions.dcp2cone.cone_matrix_stuffing import ConeMatrixStuffing
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\reductions\dcp2cone\cone_matrix_stuffing.py", line 24, in &lt;module&gt;
      from cvxpy.reductions.matrix_stuffing import extract_mip_idx, MatrixStuffing
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\reductions\matrix_stuffing.py", line 25, in &lt;module&gt;
      from cvxpy.utilities.coeff_extractor import CoeffExtractor
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\utilities\coeff_extractor.py", line 31, in &lt;module&gt;
      from cvxpy.utilities.replace_quad_forms import replace_quad_forms
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\utilities\replace_quad_forms.py", line 20, in &lt;module&gt;
      from cvxpy.atoms.quad_form import SymbolicQuadForm, QuadForm
  ImportError: cannot import name SymbolicQuadForm
  
  ======================================================================
  ERROR: cvxpy.tests.test_constant_atoms.test_atom(&lt;function &lt;lambda&gt; at 0x0000000008C444A8&gt;, Problem(Maximize(Expression(CONCAVE, UNKNOWN, (1, 1))), []), -0.34481428, 'SCS')
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\case.py", line 197, in runTest
      self.test(*self.arg)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_constant_atoms.py", line 295, in run_atom
      raise e
  SolverError: Solver 'SCS' failed. Try another solver.
  -------------------- &gt;&gt; begin captured stdout &lt;&lt; ---------------------
  FATAL: Cannot solve SDPs with &gt; 2x2 matrices without linked blas+lapack libraries
  Install blas+lapack and re-compile SCS with blas+lapack libray locations
  ERROR: initCone failure
  Failure:could not initialize work
  
  --------------------- &gt;&gt; end captured stdout &lt;&lt; ----------------------
  ======================================================================
  ERROR: test_log_det (cvxpy.tests.test_examples.TestExamples)
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_examples.py", line 344, in test_log_det
      result = p.solve()
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 209, in solve
      return self._solve(*args, **kwargs)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 335, in _solve
      self._update_problem_state(results_dict, sym_data, solver)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 447, in _update_problem_state
      "Solver '%s' failed. Try another solver." % solver.name())
  SolverError: Solver 'SCS' failed. Try another solver.
  -------------------- &gt;&gt; begin captured stdout &lt;&lt; ---------------------
  FATAL: Cannot solve SDPs with &gt; 2x2 matrices without linked blas+lapack libraries
  Install blas+lapack and re-compile SCS with blas+lapack libray locations
  ERROR: initCone failure
  Failure:could not initialize work
  
  --------------------- &gt;&gt; end captured stdout &lt;&lt; ----------------------
  
  ======================================================================
  ERROR: Test a problem with diag.
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_problem.py", line 1379, in test_diag_prob
      result = prob.solve()
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 209, in solve
      return self._solve(*args, **kwargs)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 335, in _solve
      self._update_problem_state(results_dict, sym_data, solver)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 447, in _update_problem_state
      "Solver '%s' failed. Try another solver." % solver.name())
  SolverError: Solver 'SCS' failed. Try another solver.
  -------------------- &gt;&gt; begin captured stdout &lt;&lt; ---------------------
  FATAL: Cannot solve SDPs with &gt; 2x2 matrices without linked blas+lapack libraries
  Install blas+lapack and re-compile SCS with blas+lapack libray locations
  ERROR: initCone failure
  Failure:could not initialize work
  
  --------------------- &gt;&gt; end captured stdout &lt;&lt; ----------------------
  
  ======================================================================
  ERROR: Test positive definite constraints.
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_problem.py", line 1464, in test_psd_constraints
      result = prob.solve()
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 209, in solve
      return self._solve(*args, **kwargs)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 335, in _solve
      self._update_problem_state(results_dict, sym_data, solver)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 447, in _update_problem_state
      "Solver '%s' failed. Try another solver." % solver.name())
  SolverError: Solver 'SCS' failed. Try another solver.
  -------------------- &gt;&gt; begin captured stdout &lt;&lt; ---------------------
  FATAL: Cannot solve SDPs with &gt; 2x2 matrices without linked blas+lapack libraries
  Install blas+lapack and re-compile SCS with blas+lapack libray locations
  ERROR: initCone failure
  Failure:could not initialize work
  
  --------------------- &gt;&gt; end captured stdout &lt;&lt; ----------------------
  
  
  ======================================================================
  ERROR: Failure: ImportError (cannot import name QuadForm)
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\loader.py", line 418, in loadTestsFromName
      addr.filename, addr.module)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\importer.py", line 47, in importFromPath
      return self.importFromDir(dir_path, fqname)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\nose\importer.py", line 94, in importFromDir
      mod = load_module(part_fqname, fh, filename, desc)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_qp.py", line 25, in &lt;module&gt;
      from cvxpy.atoms import (QuadForm, abs, power, quad_over_lin, sum, sum_squares, norm,
  ImportError: cannot import name QuadForm
  
  ======================================================================
  ERROR: Test sdp var.
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_scs.py", line 85, in test_sdp_var
      prob.solve(verbose=True, solver=SCS)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 209, in solve
      return self._solve(*args, **kwargs)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 335, in _solve
      self._update_problem_state(results_dict, sym_data, solver)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 447, in _update_problem_state
      "Solver '%s' failed. Try another solver." % solver.name())
  SolverError: Solver 'SCS' failed. Try another solver.
  -------------------- &gt;&gt; begin captured stdout &lt;&lt; ---------------------
  ----------------------------------------------------------------------------
          SCS v1.2.6 - Splitting Conic Solver
          (c) Brendan O'Donoghue, Stanford University, 2012-2016
  ----------------------------------------------------------------------------
  Lin-sys: sparse-indirect, nnz in A = 15, CG tol ~ 1/iter^(2.00)
  eps = 1.00e-03, alpha = 1.50, max_iters = 2500, normalize = 1, scale = 1.00
  Variables n = 6, constraints m = 15
  Cones:  primal zero / dual free vars: 9
          sd vars: 6, sd blks: 1
  FATAL: Cannot solve SDPs with &gt; 2x2 matrices without linked blas+lapack libraries
  Install blas+lapack and re-compile SCS with blas+lapack libray locations
  ERROR: initCone failure
  Setup time: 2.45e-04s
  Failure:could not initialize work
  
  --------------------- &gt;&gt; end captured stdout &lt;&lt; ----------------------
  
  ======================================================================
  ERROR: Test sigma_max.
  ----------------------------------------------------------------------
  Traceback (most recent call last):
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\tests\test_scs.py", line 75, in test_sigma_max
      result = prob.solve(solver=SCS)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 209, in solve
      return self._solve(*args, **kwargs)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 335, in _solve
      self._update_problem_state(results_dict, sym_data, solver)
  File "C:\Users\alvaromc317\Anaconda2\lib\site-packages\cvxpy\problems\problem.py", line 447, in _update_problem_state
      "Solver '%s' failed. Try another solver." % solver.name())
  SolverError: Solver 'SCS' failed. Try another solver.
  -------------------- &gt;&gt; begin captured stdout &lt;&lt; ---------------------
  FATAL: Cannot solve SDPs with &gt; 2x2 matrices without linked blas+lapack libraries
  Install blas+lapack and re-compile SCS with blas+lapack libray locations
  ERROR: initCone failure
  Failure:could not initialize work
  
  --------------------- &gt;&gt; end captured stdout &lt;&lt; ----------------------
  
  ----------------------------------------------------------------------
  Ran 1775 tests in 14.630s
  
  FAILED (errors=27)
  </code></pre>