I am looking the example on the page:
http://cvxopt.org/examples/book/maxent.html
The problem statement is:
# minimize p'*log p
# subject to -0.1 <= a'*p <= 0.1
# 0.5 <= (a**2)'*p <= 0.6
# -0.3 <= (3*a**3 - 2*a)'*p <= -0.2
# 0.3 <= sum_{k:ak < 0} pk <= 0.4
# sum(p) = 1
but the last line
# sum(p) = 1
is never implemented it seems ?
