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Add support for Clarabel solver

Open bstellato opened this issue 1 year ago • 3 comments

It would be great to add support for Clarabel solver. Since it is already supported in cvxpy, and it takes very similar inputs as SCS, I believe it should not be difficult.

What do you think? @bamos @goulart-paul @PTNobel

bstellato avatar Aug 28 '23 16:08 bstellato

Is the suggestion here to use the Clarabel solver through its python interface or through C++? If the latter, note that we have just released a C++ interface with Eigen compatibility here.

goulart-paul avatar Aug 28 '23 21:08 goulart-paul

I was suggesting to use the Python interface. For reference, see how SCS gets called here. I think it should be quite easy to add Clarabel as an option. (I suspect the quadratic objectives still don't work in diffcp, but it would already be very helpful to have an interior-point SDP solver here).

bstellato avatar Aug 28 '23 21:08 bstellato

https://github.com/cvxgrp/diffcp/pull/61

sbarratt avatar Aug 30 '23 00:08 sbarratt