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File: //usr/share/doc/python-cvxopt/examples/doc/chap8/conelp.py
# The small linear cone program of section 8.1 (Linear cone programs).

from cvxopt import matrix, solvers

c = matrix([-6., -4., -5.])
G = matrix([[ 16., 7.,  24.,  -8.,   8.,  -1.,  0., -1.,  0.,  0.,   7.,  
    -5.,   1.,  -5.,   1.,  -7.,   1.,   -7.,  -4.],
            [-14., 2.,   7., -13., -18.,   3.,  0.,  0., -1.,  0.,   3.,  
    13.,  -6.,  13.,  12., -10.,  -6.,  -10., -28.],
            [  5., 0., -15.,  12.,  -6.,  17.,  0.,  0.,  0., -1.,   9.,   
     6.,  -6.,   6.,  -7.,  -7.,  -6.,   -7., -11.]])
h = matrix( [ -3., 5.,  12.,  -2., -14., -13., 10.,  0.,  0.,  0.,  68., 
    -30., -19., -30.,  99.,  23., -19.,   23.,  10.] )
dims = {'l': 2, 'q': [4, 4], 's': [3]}
sol = solvers.conelp(c, G, h, dims)
print("\nStatus: " + sol['status'])
print("\nx = \n") 
print(sol['x'])
print("\nz = \n")
print(sol['z'])