problem := ur+dr, {con1, con4, con5}, seq(w[i] = 0 .. 1, i = 1 .. N):
problem_matrix_form := Optimization:-Convert:-AlgebraicForm:-LPToMatrix(problem):
Optimization:-LPSolve(problem, maximize = true);
Optimization:-LPSolve(problem_matrix_form[2 .. 4], maximize = true);
The above trick-conversion method works for all LP and QP problems
However it does not work on NLP problems. I have attached the workshet