GLPK not detected by cvx_setup

1

I have GLPK installed as seen here.

yannik@yannik-Inspiron-7580:~$ ls /usr/local/lib
libglpk.a   libglpk.so     libglpk.so.40.3.0  liblpk.a  python2.7
libglpk.la  libglpk.so.40  liblaspack.a       libmdp.a  python3.6

Yet, when I run cvx_setup, GLPK is not detected.

Setting CVX paths...done.
Saving updated path...failed. (see below)
Searching for solvers...5 shims found.
3 solvers initialized (* = default):
    Mosek    8.0.0.60    {cvx}/mosek/a64
 *  SDPT3    4.0         {cvx}/sdpt3
    SeDuMi   1.34        {cvx}/sedumi
2 solvers skipped:
    **GLPK                 **
**        Could not find a GLPK installation.**
    Gurobi   unknown     {cvx}/gurobi/a64
        A valid CVX Professional license key was found, but not a
        Gurobi license key. *Both* keys are needed to use Gurobi.
Saving updated preferences...done.
Testing with a simple model...done!

Why is this and how can I fix this?

I’m using Ubuntu 18.04.

2

I don’t know what’s involved in getting GLPK to work under CVX. However, it appears you have a Mosek capability, and that is superior to GLPK for every problem type.

3

Have you managed to make it work?

@mcg, Could you share how to enable GLPK?

4

Nope no luck. Not sure what to do.