CVXOPT in DataFrame

Question

I have the following df and trying to optimize the objective function using the cvxopt module in Python. The objective function is

df.UTILIITY_FUNCTION * df_weight subject to the following constraints: • Weight of NAME=a should be less than 0.15 • Weight of NAME=b should be less than 0.15

NAME    UTILITY_FUNCTION    WEIGHT
a                                       0.35    0.2
a1                                      0.19    0.2
b                                       0.92    0.2
d                                       0.10    0.2
d2                                      0.70    0.2

Thank you Bertan