What should be a general approach towards solving these kind of questions algebraically?
I tried to code this up and find a solution but I don't know whether it's correct or not. As I've used a scipy package and don't know the theory of this problem that well.
from scipy.optimize import linprog
#linprog solves for minima so change of sign.
c = [-1, -1, -1, -1, -1, -1, -1, -1, -1] # Objective function
# Inequality matrix
A = [
[-1, 2, -3, 4, -5, 6, -7, 8, -9],
[-9, 8, -7, 6, -5, 4, -3, 2, -1],
[1, -1, 1, -1, 1, -1, 1, -1, 1]
]
# RHS
b = [-1, -2, 0.2]
result = linprog(c, A_ub=A, b_ub=b, method='highs')
result.success, result.x
This is an instance of linear programming. Use any linear programming solver; or any algorithm for solving linear programming. There are many options.