File: lp.py

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cvxopt 1.3.0%2Bdfsg-1
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# 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")
print(sol['x'])