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.

clarabel

R interface to the Clarabel interior point conic optimization solver from the Oxford Control Group.

Stable versions can be installed from CRAN as usual. Development versions from this repo can be installed via:

## Install remotes packages if not available
if (! "remotes" %in% installed.packages()[, 1] ) {
	install.packages("remotes", repository = "https://cran.r-project.org")
}
remotes::install_github("oxfordcontrol/clarabel-r")

The above code assumes availability of the Cargo/Rust infrastructure and R compilation tools to install from source, all freely available.

The clarabel package site has further package details including a vignette.