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example_lp.cpp
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example_lp.cpp
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#include "utils.h"
#include <Clarabel>
#include <Eigen/Eigen>
#include <vector>
using namespace clarabel;
using namespace std;
using namespace Eigen;
int main()
{
MatrixXd P_dense = MatrixXd::Zero(2, 2);
SparseMatrix<double> P = P_dense.sparseView();
P.makeCompressed();
Vector<double, 2> q = {1.0, -1.0};
// a 2-d box constraint, separated into 4 inequalities.
// A = [I; -I]
MatrixXd A_dense(4, 2);
A_dense <<
1., 0.,
0., 1.,
-1., 0.,
0., -1.;
SparseMatrix<double> A = A_dense.sparseView();
A.makeCompressed();
Vector<double, 4> b = { 1.0, 1.0, 1.0, 1.0 };
vector<SupportedConeT<double>> cones
{
NonnegativeConeT<double>(4),
// {.tag = SupportedConeT<double>::Tag::NonnegativeConeT, .nonnegative_cone_t = {._0 = 4 }}
};
// Settings
DefaultSettings<double> settings = DefaultSettingsBuilder<double>::default_settings()
.equilibrate_enable(true)
.equilibrate_max_iter(50)
.build();
// Build solver
DefaultSolver<double> solver(P, q, A, b, cones, settings);
// Solve
solver.solve();
// Get solution
DefaultSolution<double> solution = solver.solution();
utils::print_solution(solution);
return 0;
}