The de-facto standard for solving linear programming problems in Python are 
PuLP and Pyomo. Pyomo can also handle non-linear problems and even differential 
equations. In fact, Pyomo calls into SymPy for differentiation! Pyomo was 
heavily inspired by AMPL.
Now if you want to ensure convexity of your problem, then go for CVX(PY).
Recently scipy added linear programming, but I have not seen much use for it.

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