#!/usr/bin/python # The small LP of section 8.3 (Linear programming). from cvxopt import matrix, solvers c = matrix([-4., -5.]) G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]]) h = matrix([3., 3., 0., 0.]) sol = solvers.lp(c, G, h) print "\nx = \n\n", sol['x']