Remove dependency on CVXOPT.

[TrishGillett]

No description provided.

[jkawamoto]

Since the link to Travis has been broken, I copy the error log for commit c4d330e here.

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ERROR: test_min (tests.unittest_neos.TestBlackbox)
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Traceback (most recent call last):
  File "/home/travis/build/discardthree/pysdpt3glue/tests/unittest_neos.py", line 120, in test_min
    problem, sdpt3glue.NEOS, matfile_target, output_target=output_target)
  File "/home/travis/build/discardthree/pysdpt3glue/sdpt3glue/solve.py", line 56, in sdpt3_solve_problem
    problem_data = problem.get_problem_data('CVXOPT')
  File "/home/travis/virtualenv/python2.7.9/lib/python2.7/site-packages/cvxpy/problems/problem.py", line 225, in get_problem_data
    SOLVERS[solver].validate_solver(constraints)
  File "/home/travis/virtualenv/python2.7.9/lib/python2.7/site-packages/cvxpy/problems/solvers/solver.py", line 129, in validate_solver
    raise SolverError("The solver %s is not installed." % self.name())
SolverError: The solver CVXOPT is not installed.
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[jkawamoto]

From the above log, it tries to import CVXOPT and raises an error. I checked other solvers and found SCS is the only solver which is installed with CVXPY, i.e. you don't need to add another dependency.

I switched to use SCS by modifying L56 of solve.py to

problem_data = problem.get_problem_data('SCS')

and run tests. Then, I got another error

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ERROR: test_min (tests.unittest_neos.TestBlackbox)
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Traceback (most recent call last):
  File "tests/unittest_neos.py", line 121, in test_min
    problem, sdpt3glue.NEOS, matfile_target, output_target=output_target)
  File "sdpt3glue/solve.py", line 57, in sdpt3_solve_problem
    sw.write_cvxpy_to_mat(problem_data, matfile_target)
  File "sdpt3glue/sedumi_writer.py", line 35, in write_cvxpy_to_mat
    problem_data, simplify=simplify)
  File "sdpt3glue/sedumi_writer.py", line 131, in make_sedumi_format_problem
    A[0:ne, 0:nx] = problem_data['A']
ValueError: setting an array element with a sequence.
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