Nothing
##
## Demo for solving an analytic centering problem with equality constraints
## (Example taken from cvxopt's userguide)
##
if(requireNamespace("numDeriv", quietly = TRUE)){
## Creating objective, gradient and Hessian
f0 <- function(x) -sum(log(x))
g0 <- function(x, func = f0) numDeriv::grad(func = func, x = x)
h0 <- function(x, func = f0) numDeriv::hessian(func = func, x = x)
## equality constraint
A <- matrix(c(1, 1, 2), nrow = 1)
b <- matrix(1, nrow = 1)
## initial (feasible!) point
x0 = c(0.25, 0.25, 0.25)
## solving problem
ans <- cccp(x0 = x0, f0 = f0, g0 = g0, h0 = h0, A = A, b = b)
ans
getx(ans)
}
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