inst/unitTests/runit.acnt.R

In cccp: Cone Constrained Convex Problems

##
## Unit testing of analytic centering problem with equality constraints
test.ACNT <- function(){
    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)
        checkTrue(ans$status == "optimal")
    }
    return()
}