clarabel (version 0.11.2)

clarabel_solver: Create a persistent Clarabel solver object

Description

Creates a persistent solver that can be reused across multiple solves with updated problem data (warm starts). This avoids the overhead of reallocating the solver's internal data structures when only the problem data changes but the sparsity pattern stays the same.

Usage

clarabel_solver(
  A,
  b,
  q,
  P = NULL,
  cones,
  control = list(),
  strict_cone_order = TRUE
)

Value

a ClarabelSolver environment object with methods solve(), update_data(Px, Ax, q, b), and is_update_allowed()

Arguments

A

a matrix of constraint coefficients.

b

a numeric vector giving the primal constraints

q

a numeric vector giving the primal objective

P

a symmetric positive semidefinite matrix, default NULL

cones

a named list giving the cone sizes, see “Cone Parameters” below for specification

control

a list giving specific control parameters to use in place of default values, with an empty list indicating the default control parameters. Specified parameters should be correctly named and typed to avoid Rust system panics as no sanitization is done for efficiency reasons

strict_cone_order

a logical flag, default TRUE for forcing order of cones described below. If FALSE cones can be specified in any order and even repeated and directly passed to the solver without type and length checks

Details

For data updates to work, the solver settings must have presolve_enable = FALSE, chordal_decomposition_enable = FALSE, and input_sparse_dropzeros = FALSE. Use solver_is_update_allowed() to check after construction.

See Also

solver_solve(), solver_update(), solver_is_update_allowed(), clarabel()

Examples

if (FALSE) {
P <- Matrix::sparseMatrix(i = 1:2, j = 1:2, x = c(2, 1), dims = c(2, 2))
A <- matrix(c(1, 0, 0, 1), nrow = 2)
b <- c(1, 1)
q <- c(-2, -3)
cones <- list(l = 2L)
ctrl <- clarabel_control(presolve_enable = FALSE, verbose = FALSE)
s <- clarabel_solver(A, b, q, P, cones, control = ctrl)
sol1 <- solver_solve(s)
solver_update(s, q = c(-4, -1))
sol2 <- solver_solve(s)
}