Clarabel on macOS and Linux

Author: maxschaller

.github/workflows/CI.yml

@@ -37,16 +37,19 @@ jobs:
     - name: Install dependencies (Linux)
       if: runner.os == 'Linux'
       run: |
+        sudo apt install libeigen3-dev
         python setup.py install
 
     - name: Install dependencies (macOS)
       if: runner.os == 'macOS'
       run: |
+        brew install eigen
         python setup.py install
 
     - name: Install dependencies (Windows)
       if: runner.os == 'Windows'
       run: |
+        vcpkg install eigen3:x64-windows
         python setup.py install
 
     - name: Test with pytest (Linux)
@@ -68,4 +71,4 @@ jobs:
       run: |
         pip install pytest
         cd tests
-        pytest
+        pytest test_E2E_LP.py::test test_E2E_QP.py::test test_E2E_QP.py::test_OSQP_verbose test_E2E_SOCP.py::test

MANIFEST.in

@@ -23,3 +23,30 @@ include cvxpygen/solvers/ecos/external/ldl/src/*.c
 include cvxpygen/solvers/ecos/external/ldl/include/*.h
 include cvxpygen/solvers/ecos/external/SuiteSparse_config/*
 include cvxpygen/solvers/ecos/ecos_bb/*
+include cvxpygen/solvers/Clarabel.cpp/*
+include cvxpygen/solvers/Clarabel.cpp/include/Clarabel
+include cvxpygen/solvers/Clarabel.cpp/include/c/*.h
+include cvxpygen/solvers/Clarabel.cpp/rust_wrapper/*
+include cvxpygen/solvers/Clarabel.cpp/rust_wrapper/src/*.rs
+include cvxpygen/solvers/Clarabel.cpp/rust_wrapper/src/solver/*.rs
+include cvxpygen/solvers/Clarabel.cpp/rust_wrapper/src/solver/implementations/*.rs
+include cvxpygen/solvers/Clarabel.cpp/rust_wrapper/src/solver/implementations/default/*.rs
+include cvxpygen/solvers/Clarabel.cpp/rust_wrapper/src/utils/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/*.toml
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/algebra/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/algebra/csc/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/algebra/dense/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/algebra/densesym3x3/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/qdldl/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/core/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/core/cones/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/core/kktsolvers/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/core/kktsolvers/direct/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/core/kktsolvers/direct/quasidef/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/core/kktsolvers/direct/quasidef/ldlsolvers/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/implementations/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/implementations/default/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/solver/utils/*.rs
+include cvxpygen/solvers/Clarabel.cpp/Clarabel.rs/src/timers/*.rs

cvxpygen/solvers.py

@@ -18,14 +18,15 @@
 
 
 def get_interface_class(solver_name: str) -> "SolverInterface":
+    if system() == 'Windows' and solver_name.upper() == 'CLARABEL':
+        raise ValueError(f'Clarabel solver currently unsupported on Windows.')
     mapping = {
         'OSQP': (OSQPInterface, OSQP),
         'SCS': (SCSInterface, SCS),
         'ECOS': (ECOSInterface, ECOS),
         'CLARABEL': (ClarabelInterface, CLARABEL),
-        'Clarabel': (ClarabelInterface, CLARABEL)
     }
-    interface = mapping.get(solver_name, None)
+    interface = mapping.get(solver_name.upper(), None)
     if interface is None:
         raise ValueError(f'Unsupported solver: {solver_name}.')
     return interface[0], interface[1]
@@ -957,8 +958,10 @@ def generate_code(self, code_dir, solver_code_dir, cvxpygen_directory,
         # adjust paths in Clarabel.cpp/rust_wrapper/CMakeLists.txt
         with open(os.path.join(code_dir, 'c', 'solver_code', 'rust_wrapper', 'CMakeLists.txt'), 'r') as f:
             cmake_data = f.read()
+        cmake_data = cmake_data.replace('${CMAKE_SOURCE_DIR}/', '${CMAKE_SOURCE_DIR}/solver_code/')
+        cmake_data = cmake_data.replace('/libclarabel_c.lib', '/clarabel_c.lib') # until fixed on Clarabel side
         with open(os.path.join(code_dir, 'c', 'solver_code', 'rust_wrapper', 'CMakeLists.txt'), 'w') as f:
-            f.write(cmake_data.replace('${CMAKE_SOURCE_DIR}/', '${CMAKE_SOURCE_DIR}/solver_code/'))
+            f.write(cmake_data)
 
         # adjust Clarabel
         with open(os.path.join(code_dir, 'c', 'solver_code', 'include', 'Clarabel'), 'r') as f:

cvxpygen/template/README.html

@@ -127,10 +127,7 @@ <h3>File Contents</h3>
         </dd>
         <dd>
             where <code>&lt;setting_name&gt;</code> and <code>&lt;setting_type&gt;</code> are
-            the name and type of the solver setting to be updated, respectively. With the chosen
-            numerical solver $CPGSOLVERNAME, you can update these settings:
-$CPGSETTINGSLIST
-            .
+            the name and type of the solver setting to be updated, respectively.
         </dd>
       <dt><code>c/src/cpg_workspace.c</code> contains the static allocation of the C variables declared in <code>include/cpg_workspace.h</code>.</dt>
       <dt><code>c/src/cpg_solve.c</code> contains the definition of functions declared in <code>include/cpg_solve.h</code>.</dt>

cvxpygen/template/setup.py

@@ -30,6 +30,7 @@ def __str__(self):
 # Add parameters to cmake_args and define_macros
 cmake_args = ['-DCMAKE_POSITION_INDEPENDENT_CODE=ON', '-Wno-dev']
 if system() == 'Windows':
+    cmake_args.append('-DCMAKE_PREFIX_PATH=C:/vcpkg/packages/eigen3_x64-windows/share/eigen3')
     # try to find installation of Visual Studio and set as CMake generator, otherwise let CMake choose default generator
     vs_versions = []
     vswhere_exe = 'C:\\Program Files (x86)\\Microsoft Visual Studio\\Installer\\vswhere.exe'

setup.py

@@ -39,9 +39,10 @@ def readme():
     include_package_data=True,
     install_requires=[
         'cmake >= 3.5',
-        'cvxpy >= 1.3',
+        'cvxpy >= 1.3, < 1.4',
         'pybind11 >= 2.8',
         'osqp >= 0.6.2, < 1.0.0',
+        'clarabel >= 0.6.0',
         'scipy >= 1.1.0',
         'numpy >= 1.15',
     ],

tests/test_E2E_LP.py

@@ -99,7 +99,7 @@ def get_primal_vec(prob, name):
 N_RAND = 2
 
 name_solver_style_seed = [['network', 'resource'],
-                          ['ECOS', 'CLARABEL'],
+                          ['ECOS'],
                           ['loops'],
                           list(np.arange(N_RAND))]
 
@@ -145,3 +145,7 @@ def test(name, solver, style, seed):
         assert np.linalg.norm(dual_cg - dual_py, 2) / dual_py_norm < 0.1
     else:
         assert np.linalg.norm(dual_cg, 2) < 1e-3
+
+
+def test_clarabel():
+    test('network', 'CLARABEL', 'loops', 0)

tests/test_E2E_QP.py

@@ -175,7 +175,7 @@ def get_primal_vec(prob, name):
 N_RAND = 2
 
 name_solver_style_seed = [['actuator', 'MPC', 'portfolio'],
-                          ['OSQP', 'SCS', 'CLARABEL'],
+                          ['OSQP', 'SCS'],
                           ['loops'],
                           list(np.arange(N_RAND))]
 
@@ -251,3 +251,7 @@ def test_OSQP_verbose():
     assert 'optimal objective' in verbose_output.getvalue()
 
     sys.stdout = sys.__stdout__
+
+
+def test_clarabel():
+    test('actuator', 'CLARABEL', 'loops', 0)

tests/test_E2E_SOCP.py

@@ -75,7 +75,7 @@ def get_primal_vec(prob, name):
 N_RAND = 2
 
 name_solver_style_seed = [['ADP'],
-                          ['SCS', 'ECOS', 'CLARABEL'],
+                          ['SCS', 'ECOS'],
                           ['unroll', 'loops'],
                           list(np.arange(N_RAND))]
 
@@ -120,3 +120,7 @@ def test(name, solver, style, seed):
         assert np.linalg.norm(dual_cg - dual_py, 2) / dual_py_norm < 0.1
     else:
         assert np.linalg.norm(dual_cg, 2) < 1e-3
+
+
+def test_clarabel():
+    test('ADP', 'CLARABEL', 'loops', 0)