Solve and plot the level curves of a simple linear program.

linear_program.py

import numpy as np
import matplotlib.pyplot as plt

from scipy.optimize import linprog

A_ub = np.eye(3)
b_ub = np.ones(3)
A_eq = np.array([[0.95, 0.9, 0.15]])
b_eq = np.ones(1)
c = -np.array([0.9, 0.02, 0.08])

print(linprog(c, A_ub, b_ub, A_eq, b_eq))

delta = 0.025
a = np.arange(0.0, 1.0, delta)
b = np.arange(0.0, 1.0, delta)
(A, B) = np.meshgrid(a, b)
P = 0.9 * A + 0.02 * B + 0.08 * (1 - 0.95 * A - 0.9 * B) / 0.15

(fig, ax) = plt.subplots()
contours = ax.contour(A, B, P)
ax.clabel(contours, inline=1, fontsize=10)
plt.show()