I added cvxpy and ecos to my Sage installation. When I run the following code for the first time, I get the exception in the title. However, the second time the code runs fine.
RealNumber=float
Integer=int
import numpy
from pylab import *
import math
from cvxopt import matrix as m
from cvxpy import *
x = Variable(1)
y = Variable(1)
constraints
constraints = [ x+y >= -1.0, x+y <= 10.0]
objective
objective = Maximize(x+y)
p = Problem(objective, constraints)
result = p.solve()
print result
The optimal value
print x.value
print y.value
