clarabel_control: Control parameters with default values and types in...

In clarabel: Interior Point Conic Optimization Solver

Control parameters with default values and types in parenthesis

Description

Control parameters with default values and types in parenthesis

Usage

clarabel_control(
  max_iter = 200L,
  time_limit = Inf,
  verbose = TRUE,
  max_step_fraction = 0.99,
  tol_gap_abs = 1e-08,
  tol_gap_rel = 1e-08,
  tol_feas = 1e-08,
  tol_infeas_abs = 1e-08,
  tol_infeas_rel = 1e-08,
  tol_ktratio = 1e-06,
  reduced_tol_gap_abs = 5e-05,
  reduced_tol_gap_rel = 5e-05,
  reduced_tol_feas = 1e-04,
  reduced_tol_infeas_abs = 5e-12,
  reduced_tol_infeas_rel = 5e-05,
  reduced_tol_ktratio = 1e-04,
  equilibrate_enable = TRUE,
  equilibrate_max_iter = 10L,
  equilibrate_min_scaling = 1e-04,
  equilibrate_max_scaling = 10000,
  linesearch_backtrack_step = 0.8,
  min_switch_step_length = 0.1,
  min_terminate_step_length = 1e-04,
  max_threads = 0L,
  direct_kkt_solver = TRUE,
  direct_solve_method = c("auto", "qdldl"),
  static_regularization_enable = TRUE,
  static_regularization_constant = 1e-08,
  static_regularization_proportional = .Machine$double.eps * .Machine$double.eps,
  dynamic_regularization_enable = TRUE,
  dynamic_regularization_eps = 1e-13,
  dynamic_regularization_delta = 2e-07,
  iterative_refinement_enable = TRUE,
  iterative_refinement_reltol = 1e-13,
  iterative_refinement_abstol = 1e-12,
  iterative_refinement_max_iter = 10L,
  iterative_refinement_stop_ratio = 5,
  presolve_enable = TRUE,
  input_sparse_dropzeros = FALSE,
  chordal_decomposition_enable = TRUE,
  chordal_decomposition_merge_method = c("clique_graph", "parent_child", "none"),
  chordal_decomposition_compact = TRUE,
  chordal_decomposition_complete_dual = TRUE
)

Arguments

max_iter	maximum number of iterations (200L)
time_limit	maximum run time (seconds) (Inf)
verbose	verbose printing (TRUE)
max_step_fraction	maximum interior point step length (0.99)
tol_gap_abs	absolute duality gap tolerance (1e-8)
tol_gap_rel	relative duality gap tolerance (1e-8)
tol_feas	feasibility check tolerance (primal and dual) (1e-8)
tol_infeas_abs	absolute infeasibility tolerance (primal and dual) (1e-8)
tol_infeas_rel	relative infeasibility tolerance (primal and dual) (1e-8)
tol_ktratio	KT tolerance (1e-6)
reduced_tol_gap_abs	reduced absolute duality gap tolerance (5e-5)
reduced_tol_gap_rel	reduced relative duality gap tolerance (5e-5)
reduced_tol_feas	reduced feasibility check tolerance (primal and dual) (1e-4)
reduced_tol_infeas_abs	reduced absolute infeasibility tolerance (primal and dual) (5e-12)
reduced_tol_infeas_rel	reduced relative infeasibility tolerance (primal and dual) (5e-5)
reduced_tol_ktratio	reduced KT tolerance (1e-4)
equilibrate_enable	enable data equilibration pre-scaling (TRUE)
equilibrate_max_iter	maximum equilibration scaling iterations (10L)
equilibrate_min_scaling	minimum equilibration scaling allowed (1e-4)
equilibrate_max_scaling	maximum equilibration scaling allowed (1e+4)
linesearch_backtrack_step	linesearch backtracking (0.8)
min_switch_step_length	minimum step size allowed for asymmetric cones with PrimalDual scaling (1e-1)
min_terminate_step_length	minimum step size allowed for symmetric cones && asymmetric cones with Dual scaling (1e-4)
max_threads	maximum solver threads for multithreaded KKT solvers, 0 lets the solver choose for itself (0L)
direct_kkt_solver	use a direct linear solver method (required true) (TRUE)
direct_solve_method	direct linear solver, either "auto" or "qdldl" ("auto"). This build links only the QDLDL solver, so "auto" resolves to "qdldl"; the two are equivalent here.
static_regularization_enable	enable KKT static regularization (TRUE)
static_regularization_constant	KKT static regularization parameter (1e-8)
static_regularization_proportional	additional regularization parameter w.r.t. the maximum abs diagonal term (.Machine.double_eps^2)
dynamic_regularization_enable	enable KKT dynamic regularization (TRUE)
dynamic_regularization_eps	KKT dynamic regularization threshold (1e-13)
dynamic_regularization_delta	KKT dynamic regularization shift (2e-7)
iterative_refinement_enable	KKT solve with iterative refinement (TRUE)
iterative_refinement_reltol	iterative refinement relative tolerance (1e-13)
iterative_refinement_abstol	iterative refinement absolute tolerance (1e-12)
iterative_refinement_max_iter	iterative refinement maximum iterations (10L)
iterative_refinement_stop_ratio	iterative refinement stalling tolerance (5.0)
presolve_enable	whether to enable presolvle (TRUE)
input_sparse_dropzeros	explicitly drop structural zeros from sparse data inputs (FALSE); see details
chordal_decomposition_enable	whether to enable chordal decomposition for SDPs (TRUE)
chordal_decomposition_merge_method	chordal decomposition merge method, one of 'clique_graph', 'parent_child' or 'none', for SDPs ('clique_graph')
chordal_decomposition_compact	a boolean flag for SDPs indicating whether to assemble decomposed system in compact form for SDPs (TRUE)
chordal_decomposition_complete_dual	a boolean flag indicating complete PSD dual variables after decomposition for SDPs (TRUE)

Details

Setting input_sparse_dropzeros to TRUE will disable parametric updating functionality. See documentation of 'dropzeros' in Rust ⁠struct CscMatrix⁠ for dropping structural zeros before passing to the solver.

These defaults track the Rust solver (Clarabel.rs 0.11.1) exactly. The only departure is the set of values accepted for direct_solve_method, which is limited by the features this package is built with.

Chordal decomposition applies only to semidefinite programs, and only when the aggregate sparsity pattern of the semidefinite constraints is decomposable. For such problems it can be dramatically faster, since it replaces one large semidefinite cone by several small ones. It has two consequences worth knowing. The reported dual variables for semidefinite constraints are not in general the same as those obtained without decomposition, because the decomposition is reversed and the dual completed, and a positive semidefinite completion is not unique. It also blocks the data updates used for warm starts, but only when a decomposition actually took place: linear, quadratic and second-order cone problems are unaffected, and remain updatable. See solver_is_update_allowed() to check a particular solver instance.

Value

a list containing the control parameters.

Examples

# Default control parameters
ctrl <- clarabel_control()
ctrl$max_iter
# Custom tolerances and quiet output
ctrl <- clarabel_control(verbose = FALSE, tol_gap_rel = 1e-7, max_iter = 100L)

clarabel documentation built on Aug. 23, 2026, 9:09 a.m.