Add support for Clarabel.rs

[goulart-paul]

Polite request to add support for our native Rust solver here: https://github.com/oxfordcontrol/Clarabel.rs

I'm happy to help with doing so. Is there some documentation that you could point to for implementing new solver backends?

[lovasoa]

Hello and sorry for the very late reply ! I'd be happy to help you add support for clarabel in good_lp !

What you need to do:

• add clarabel as an optional dependency in https://github.com/rust-or/good_lp/blob/main/Cargo.toml#L20
• add a file named clarabel.rs in the solvers folder https://github.com/rust-or/good_lp/tree/main/src/solvers
  • you can copy minilp, our smallest solver interface, as a starting point.
  • implement a function named clarabel that takes an UnsolvedProblem and returns a ClarabelProblem, which will be a wrapper around the problem type exposed by clarabel. clarabel seems to be quite low-level, so I suggest you just store the matrices in a format that makes them inexpensive to update when add_constraint is called
  • implement the SolverModel trait for your new ClarabelProblem type

Don't hesitate to open a draft PR as soon as you start and to ask for help there, I'll be glad to help !

[lovasoa]

I created a CONTRIBUTING.md for this repo, please let me know what to add / improve to make it easier for you.