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Interior Point Conic Optimization for Rust and Python

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__Clarabel.rs__ is a Rust implementation of an interior point numerical solver for convex optimization problems using a novel homogeneous embedding. Clarabel.rs solves the following problem: $$ \begin{array}{r} \text{minimize} & \frac{1}{2}x^T P x + q^T x\\\\[2ex] \text{subject to} & Ax + s = b \\\\[1ex] & s \in \mathcal{K} \end{array} $$ with decision variables $x \in \mathbb{R}^n$, $s \in \mathbb{R}^m$ and data matrices $P=P^\top \succeq 0$, $q \in \mathbb{R}^n$, $A \in \mathbb{R}^{m \times n}$, and $b \in \mathbb{R}^m$. The convex set $\mathcal{K}$ is a composition of convex cones. __For more information see the Clarabel Documentation ([stable](https://clarabel.org) | [dev](https://clarabel.org/dev)).__ Clarabel is also available in a Julia implementation. See [here](https://github.com/oxfordcontrol/Clarabel.jl). ## Features * __Versatile__: Clarabel.rs solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs) and semidefinite programs (SDPs). It also solves problems with exponential, power cone and generalized power cone constraints. * __Quadratic objectives__: Unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE), Clarabel.rs handles quadratic objectives without requiring any epigraphical reformulation of the objective. It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions. * __Infeasibility detection__: Infeasible problems are detected using a homogeneous embedding technique. * __Open Source__: Our code is available on [GitHub](https://github.com/oxfordcontrol/Clarabel.rs) and distributed under the Apache 2.0 License # Installation Clarabel can be imported to Cargo based Rust projects by adding ```rust [dependencies] clarabel = "0" ``` to the project's `Cargo.toml` file. To install from source, see the [Rust Installation Documentation](https://oxfordcontrol.github.io/ClarabelDocs/stable/rust/installation_rs/). To use the Python interface to the solver: ``` pip install clarabel ``` To install the Python interface from source, see the [Python Installation Documentation](https://oxfordcontrol.github.io/ClarabelDocs/stable/python/installation_py/). ## Citing ``` @misc{Clarabel_2024, title={Clarabel: An interior-point solver for conic programs with quadratic objectives}, author={Paul J. Goulart and Yuwen Chen}, year={2024}, eprint={2405.12762}, archivePrefix={arXiv}, primaryClass={math.OC} } ``` ## License 🔍 This project is licensed under the Apache License 2.0 - see the [LICENSE.md](LICENSE.md) file for details.