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How can I use the following wheel files downloaded from here to use the external Python packages not found in Azure ML?

Update about permission problem about importing cvxpy

 [Error]         ImportError: No module named 'canonInterface'

where the ZIP Bundle is organized a bit differently, the content of each wheel downloaded to a folder and the content having all zipped as a ZIP Bundle.

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To add custom python modules, you can zip all packages and modules. For example, to install cvxpy, 

1. Download wheel of cvpxy and the dependencies.

2. Decompress the files and package it in in cvpxy path as a zip file including script. 

3. You can then upload the zip as data set. 

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