A versatile interior point solver that solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs), semidefinite programs (SDPs), and problems with exponential and power cone constraints (<https://clarabel.org/stable/>). For quadratic objectives, unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE) model, Clarabel handles quadratic objective without requiring any epigraphical reformulation of its objective function. It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions. Infeasible problems are detected using using a homogeneous embedding technique.
Package details |
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Author | Balasubramanian Narasimhan [aut, cre], Paul Goulart [aut, cph], Yuwen Chen [aut], Hiroaki Yutani [ctb] (For vendoring/Makefile hints/R scripts for generating crate authors/licenses), David Zimmermann-Kollenda [ctb] (For configure scripts and tools/msvr.R lifted from rtitoken package), Hiroaki Yutani [ctb] (For vendoring/Makefile hints/R scripts for generating crate authors/licenses), The authors of the dependency Rust crates [ctb] (see inst/AUTHORS file for details) |
Maintainer | Balasubramanian Narasimhan <naras@stanford.edu> |
License | Apache License (== 2.0) |
Version | 0.10.0 |
URL | https://oxfordcontrol.github.io/clarabel-r/ |
Package repository | View on CRAN |
Installation |
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