# what happened.
soln_dict = solvers.conelp(c, G, h, C.cvxopt_dims(), A, b)
+ # The optimal strategies are named ``p`` and ``q`` in the
+ # background documentation, and we need to extract them from
+ # the CVXOPT ``x`` and ``z`` variables. The objective values
+ # :math:`nu` and :math:`omega` can also be found in the CVXOPT
+ # ``x`` and ``y`` variables; however, they're stored
+ # conveniently as separate entries in the solution dictionary.
p1_value = -soln_dict['primal objective']
p2_value = -soln_dict['dual objective']
p1_optimal = soln_dict['x'][1:]