clarabel

Interior Point Conic Optimization Solver

Paul Goulart, Yuwen Chen, Balasubramanian Narasimhan

Last update: 24 June 2023

Copyright license: Apache License

Software version identifier: 0.4.1, 0.5.1

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://oxfordcontrol.github.io/ClarabelDocs/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.