diff --git a/psdr/opt/linprog.py b/psdr/opt/linprog.py
index 13eda94..032cda0 100644
--- a/psdr/opt/linprog.py
+++ b/psdr/opt/linprog.py
@@ -9,6 +9,7 @@
 
 try:
 	HAS_CVXOPT = True
+	import cvxopt
 	from wrapper_cvxopt import *
 except ImportError, e:
 	HAS_CVXOPT = False