How to use GLPK with cvxopt in Windows 10?
Installing cvxopt with the wheel file found at this link solved problem:
https://www.lfd.uci.edu/~gohlke/pythonlibs/#cvxopt
Many thanks to denfromufa.
Installing numpy+mk from this link: http://www.lfd.uci.edu/~gohlke/pythonlibs/#numpy and cvxopt with wheel file found in this link should solved problem: https://www.lfd.uci.edu/~gohlke/pythonlibs/#cvxopt