clarabel 0.11.1

Clarabel Conic Interior Point Solver for Rust / Python
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28

import clarabel;
import numpy as np;
from scipy import sparse;

# Define problem data
P = sparse.csc_matrix([[0., 0.], [0., 2.]])
P = P.tocsc()

q = np.array([0.,0.])

A = sparse.csc_matrix( \
    [[ 0.,  0.],
     [-2.,  0.],
     [ 0., -1.]])

b = np.array([1.,-2.,-2.])

cones = [clarabel.SecondOrderConeT(3)]
settings = clarabel.DefaultSettings()
settings.max_iter = 15
settings.verbose = True

solver = clarabel.DefaultSolver(P,q,A,b,cones,settings);
solution = solver.solve()
print(
    f"Solver terminated with status: {solution.status}, objective {solution.obj_val},\n"
    f"and solution: {dict(s=solution.s, x=solution.x, z=solution.z)}"
)