# Getting Started

This section describes the process of creating a Clarabel.jl model, populating its settings and problem data, solving the problem and obtaining and understanding results. The description here relates to Clarabel's native API.

The first step is to bring the Clarabel solver and other required packages into scope in your code using:

`using Clarabel, SparseArrays, LinearAlgebra`

The `SparseArrays`

package from the Julia standard distribution defines the `SparseMatrixCSC`

type for defining matrices in compressed sparse column format.

**JuMP / Convex.jl support**: We provide an interface to MathOptInterface (MOI), which allows you to describe your problem in JuMP and Convex.jl. If you want to use`JuMP`

or`Convex.jl`

to model your problem instead, see the JuMP Interface and Convex.jl Interface sections.

## Problem Format

Clarabel solves optimisation problems in the format:

\[\begin{array}{ll} \text{minimize} & \textstyle{\frac{1}{2}}x^\top Px + q^\top x\\ \text{subject to} & Ax + s = b \\ & s \in \mathcal{K}, \end{array}\]

with decision variables $x \in \mathbb{R}^n$, $s \in \mathbb{R}^m$ and data matrices $P=P^\top \succeq 0$, $q \in \mathbb{R}^n$, $A \in \mathbb{R}^{m \times n}$, and $b \in \mathbb{R}^m$. The convex cone $\mathcal{K}$ is a composition of smaller convex cones $\mathcal{K} = \mathcal{K}_1 \times \mathcal{K}_2 \dots \mathcal{K}_p$. Equality conditions can be modelled in this format using the solver's ZeroCone type.

To initialize the solver with an optimisation problem we require three things:

- The objective function, i.e. the matrix
`P`

and the vector`q`

in $\frac{1}{2}x^\top P x + q^\top x$. - The data matrix
`A`

and vector`b`

, along with a description of the composite cone $\mathcal{K}$ and the dimensions of its constituent pieces. - A
`settings`

object that specifies how Clarabel solves the problem.

## Objective Function

To set the objective function of your optimisation problem simply define the square positive semidefinite matrix $P \in \mathrm{R}^{n\times n}$ and the vector $q \in \mathrm{R}^{n}$.

Suppose that we have a problem with decision variable $x \in \mathbb{R}^3$ and our objective function is:

\[\begin{equation*} \min ~ \frac{1}{2} \left[ \begin{array}{l} x_1 \\ x_2 \\x_3 \end{array} \right] ^T \left[ \begin{array}{rrr} 3.0 & 1.0 & -1.0 \\ 1.0 & 4.0 & 2.0 \\ -1.0 & 2.0 & 5.0 \end{array} \right] \left[ \begin{array}{l} x_1 \\ x_2 \\x_3 \end{array} \right] + \left[ \begin{array}{r} 1 \\ 2 \\-3 \end{array} \right]^T \left[ \begin{array}{l} x_1 \\ x_2 \\x_3 \end{array} \right] \end{equation*}\]

Clarabel expects the `P`

matrix to be supplied in Compressed Sparse Column format. `P`

is assumed by the solver to be symmetric and only values in the upper triangular part of `P`

are needed by the solver, i.e. you only need to provide

\[\begin{equation*} P = \left[ \begin{array}{rrr} 3.0 & 1.0 & -1.0 \\ ⋅ & 4.0 & 2.0 \\ ⋅ & ⋅ & 5.0 \end{array} \right] \end{equation*}\]

The Clarabel default implementation in Julia expects matrix data in sparse `SparseMatrixCSC`

format. We can define our cost data as

```
P = sparse([3. 1 -1; 0 4 2; 0 0 5])
q = [1,2,-3.]
```

## Constraints

The Clarabel interface expects constraints to be presented in the single vectorized form $Ax + s = b, s \in \mathcal{K}$, where $\mathcal{K} = \mathcal{K}_1 \times \dots \times \mathcal{K}_p$ and each $\mathcal{K}_i$ is one of the solver's supported cone types.

Suppose that we have a problem with decision variable $x \in \mathbb{R}^3$ and our constraints are:

- A single equality constraint $x_1 + x_2 - x_3 = 1$.
- A pair of inequalities such that $x_2$ and $x_3$ are each less than 2.
- A second order cone constraint on the 3-dimensional vector $x$.

For the three constraints above, we have

\[ \begin{align*} A_{eq} &= \left[ \begin{array}{lll} 1 & 1 & -1 \end{array} \right], \quad & b_{eq} &= \left[ \begin{array}{l} 1 \end{array} \right], \\[4ex] A_{ineq} &= \left[ \begin{array}{lll} 0 & 1 & 0 \\ 0 & 0 & 1 \end{array} \right], \quad & b_{ineq} &= \left[ \begin{array}{l} 2\\2 \end{array} \right], \\[4ex] A_{soc} &= \left[ \begin{array}{rrr} -1 & 0 & 0 \\ 0 & -1 & 0 \\ 0 & 0 & -1 \end{array} \right], \quad & b_{soc} &= \left[ \begin{array}{l} 0 \\0 \\0 \end{array} \right] \end{align*} \]

We can then define our constraint data as

```
using SparseArrays
# equality constraint
Aeq = [1. 1. -1.]
beq = [1.]
# inequality constraint
Aineq = [0. 1. 0.;
0. 0. 1.]
bineq = [2.,2.]
# SOC constraint
Asoc = -I(3)*1.
bsoc = [0.,0.,0.]
# Clarabel.jl constraint data
A = sparse([Aeq; Aineq; Asoc])
b = [beq;bineq;bsoc]
```

Clarabel.jl expects to receive a vector of cone specifications. For the above constraints we should also define

```
# Clarabel.jl cone specification
cones = [Clarabel.ZeroConeT(1), Clarabel.NonnegativeConeT(2), Clarabel.SecondOrderConeT(3)]
```

There is no restriction on the ordering of the cones that appear in `cones`

, nor on the number of instances of each type that appear. The `cones`

should be of type `Vector{Clarabel.SupportedCone}`

, and your input vector `b`

should be compatible with the sum of the cone dimensions.

Note carefully the signs in the above example. The inequality condition is $A_{ineq} x \le b_{ineq}$, which is equivalent to $A_{ineq} x + s = b_{ineq}$ with $s \ge 0$, i.e. $s$ in the Nonnegative cone. The SOC condition is $x \in \mathcal{K}_{SOC}$, or equivalently $-x + s = 0$ with $s \in \mathcal{K}_{SOC}$.

## Solver Settings

Solver settings are stored in a `Settings`

object and can be modified by the user. To create a `Settings`

object just call the constructor:

`settings = Clarabel.Settings()`

To adjust those values, you can pass options and parameters as a key-value pair to the constructor or edit the corresponding field afterwards. For example, if you want to disable verbose printing and set a 5 second time limit on the solver, you can use

```
settings = Clarabel.Settings(verbose = false, time_limit = 5)
# the following is equivalent
settings = Clarabel.Settings()
settings.verbose = false
settings.time_limit = 5
```

The full set of user configurable solver settings are listed in the API Reference.

## Making a Solver

The problem data, user settings and workspace variables are all stored in a top level `Solver`

type. First define an empty Solver:

`solver = Clarabel.Solver()`

Then provide the solver with problem data using

`Clarabel.setup!(solver, P, q, A, b, cones, settings)`

This takes an internal copy of all data parameters and initializes internal variables and other objects in the solver. The final `settings`

argument is optional.

Now you can solve your problem using:

`solution = Clarabel.solve!(solver)`

## Results

Once the solver algorithm terminates you can inspect the solution using the `solution`

object. The primal solution will be in `solution.x`

and the dual solution in `solution.z`

. The outcome of the solve is specified in `solution.status`

and will be one of the following :

### Status Codes

Status Code | Description |
---|---|

SOLVED | Solver terminated with a solution. |

PRIMAL_INFEASIBLE | Problem is primal infeasible. Solution returned is a certificate of primal infeasibility. |

DUAL_INFEASIBLE | Problem is dual infeasible. Solution returned is a certificate of dual infeasibility. |

ALMOST_SOLVED | Solver terminated with a solution (reduced accuracy). |

ALMOST_PRIMAL_INFEASIBLE | Problem is primal infeasible. Solution returned is a certificate of primal infeasibility (reduced accuracy). |

ALMOST_DUAL_INFEASIBLE | Problem is dual infeasible. Solution returned is a certificate of dual infeasibility (reduced accuracy). |

MAX_ITERATIONS | Iteration limit reached before solution or infeasibility certificate found. |

MAX_TIME | Time limit reached before solution or infeasibility certificate found. |

NUMERICAL_ERROR | Solver terminated with a numerical error. |

INSUFFICIENT_PROGRESS | Solver terminated due to lack of progress. |

The total solution time (include combined `setup!`

and `solve!`

times) is given in `solution.solve_time`

. Detailed information about the solve time and memory allocation can be found in the solver's `timer`

field.

Be careful to retrieve solver solutions from the `solution`

that is returned by the solver, or directly from a `solver`

object from the `solver.solution`

field. Do *not* use the `solver.variables`

, since these have both homogenization and equilibration scaling applied and therefore do *not* solve the optimization problem posed to the solver.