Interior Point Conic Optimization for Rust and Python

Features • Installation • License • Documentation

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 | dev).

Clarabel is also available in a Julia implementation. See here.

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 and distributed under the Apache 2.0 License

Installation

Clarabel can be imported to Cargo based Rust projects by adding

[dependencies]
clarabel = "0"

to the project's Cargo.toml file. To install from source, see the Rust Installation Documentation.

To use the Python interface to the solver:

pip install clarabel

To install the Python interface from source, see the Python Installation Documentation.

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 file for details.

Dependencies of clarabel (3).
Dependency	Optional
cffi	false
numpy	false
scipy	false

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