Solve a cone program (forward only) — solve

Mirrors diffcp.cone_program.solve_only. Solves minimize c^T x (+ 0.5 x^T P x) subject to A x + s = b, s in K and returns the optimal (x, y, s). Unlike solve_and_derivative this function does not build the derivative closures.

Usage

solve_only(
  A,
  b,
  c,
  cone_dict,
  warm_start = NULL,
  solve_method = "Clarabel",
  P = NULL,
  ...
)

Arguments

A: A sparse dgCMatrix constraint matrix.
b: A numeric offset vector.
c: A numeric objective coefficient vector.
cone_dict: A named list with cone sizes (keys among "z", "l", "q", "s", "ep", "ed").
warm_start: Optional warm-start list(x, y, s).
solve_method: One of "Clarabel" (default) or "SCS".
P: Optional sparse dgCMatrix for QP objective.
...: Additional control parameters forwarded to the solver.

Value

A list with elements x, y, s, info.