How to install cvxopt on on windows 10 on python 3.6
After much trial and error, I found that we need to install both the numpy+mkl package and the appropriate cvxopt from:
http://www.lfd.uci.edu/~gohlke/pythonlibs/
Download the file, then do the following:
1) in a command line go to the downloads folder
2) pip install "numpy-1.13.1+mkl-cp36-cp36m-win_amd64.whl"
3) pip install "cvxopt-1.1.9-cp36-cp36m-win_amd64.whl"