3 papers
math.OC2025
A warmstarting technique for general conic optimization in interior point methods
Yuwen Chen, Paul Goulart, Colin Jones
We propose a novel warmstarting method for primal-dual interior point methods based on a smoothing operator that generates a starting point on the central path from the previous op…
math.OC2025
CuClarabel: GPU Acceleration for a Conic Optimization Solver
Yuwen Chen, Danny Tse, Parth Nobel +2
We present the GPU implementation of the general-purpose interior-point solver Clarabel for convex optimization problems with conic constraints. We introduce a mixed parallel compu…
math.OC2024
Clarabel: An interior-point solver for conic programs with quadratic objectives
Paul J. Goulart, Yuwen Chen
We present a general-purpose interior-point solver for convex optimization problems with conic constraints. Our method is based on a homogeneous embedding method originally develop…