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