clarabel: Interior Point Conic Optimization Solver
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.
| Version: |
0.9.0.1 |
| Imports: |
methods |
| Suggests: |
knitr, Matrix, rmarkdown, tinytest |
| Published: |
2024-09-03 |
| DOI: |
10.32614/CRAN.package.clarabel |
| 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),
The authors of the dependency Rust crates [ctb] (see inst/AUTHORS file
for details)
clarabel author details |
| Maintainer: |
Balasubramanian Narasimhan <naras at stanford.edu> |
| BugReports: |
https://github.com/oxfordcontrol/clarabel-r/issues |
| License: |
Apache License (== 2.0) |
| URL: |
https://oxfordcontrol.github.io/clarabel-r/ |
| NeedsCompilation: |
yes |
| SystemRequirements: |
Cargo (Rust's package manager), rustc (>= 1.67.1),
and GNU Make |
| Citation: |
clarabel citation info |
| Materials: |
README NEWS |
| In views: |
Optimization |
| CRAN checks: |
clarabel results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=clarabel
to link to this page.