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Interior Point Conic Optimization Solver
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Add support for generalized power cones #7

Closed goulart-paul closed 2 months ago

goulart-paul commented 1 year ago

We have released Clarabel v0.6.0 with support for generalized power cones. Will need to port the additional cone constraint to R before updating to a new release. The new cone type is defined in Eq (15a) of this paper: https://arxiv.org/pdf/2305.12275.pdf

NB - The new cone type takes two parameters: 1) a vector of floats and 2) a nonnegative integer. The length of the vector argument corresponds to the dimension $d_1$ in the paper above. The second argument provides $d_2$.

bnaras commented 2 months ago

Sorry for the delay, but I've now rolled up version 0.9.0 and it is on CRAN now. Passes all the applicable tests in Clarabel.rs.

bnaras commented 2 months ago

Closing this issue as completed.