from cvxopt import solvers import numpy as np from cvxopt import matrix import pprint c = matrix([[-1,0,0,0]],tc="d") #coefficient of x0 is -1 A = matrix([[-1.,-1.,-1.,-1.,-1.,0.,0.,0.], [-1.,1., 1., 1.,0.,-1.,0.,0.],[-1.,-2.,0.,1., 0.,0.,-1.,0.],[0.,1.,-1.,1.,0.,0.,0.,-1.]],tc='d') print(A) b = matrix([5, -10, -20, 3, 0, 0, 0, 0], tc='d') print b sol = solvers.lp(-c, A, b) #Maximize -x0 print (sol['x'])