This code implements the example in the Clarabel "Getting Started" documentation
using Clarabel, SparseArrays, LinearAlgebra
P = sparse([3. 1 -1; 0 4 2; 0 0 5])
q = [1,2,-3.]
3-element Vector{Float64}:
1.0
2.0
-3.0
equality constraint
Aeq = [1. 1. -1.]
beq = [1.]
1-element Vector{Float64}:
1.0
inequality constraint
Aineq = [0. 1. 0.;
0. 0. 1.]
bineq = [2.,2.]
2-element Vector{Float64}:
2.0
2.0
SOC constraint
Asoc = -I(3)*1.
bsoc = [0.,0.,0.]
3-element Vector{Float64}:
0.0
0.0
0.0
Clarabel.jl constraint data
A = sparse([Aeq; Aineq; Asoc])
b = [beq;bineq;bsoc]
cones = [Clarabel.ZeroConeT(1),
Clarabel.NonnegativeConeT(2),
Clarabel.SecondOrderConeT(3)]
settings = Clarabel.Settings(verbose = true, time_limit = 5)
solver = Clarabel.Solver()
Clarabel.setup!(solver, P, q, A, b, cones, settings)
solution = Clarabel.solve!(solver)
>>> Clarabel - Results
Status: SOLVED
Iterations: 6
Objective: 2.397
Solve time: 1.12ms
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