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I have a question regarding the initialization step with regards to the equality constraints / zero cone. In the preprint (in the case of $P\neq 0$, but a similar thing can be said in the case of $P=0$) it is stated that the following linear system is solved
This would mean that the equality constraints are not necessarily satisfied (due to the presence of $I$). However, looking at the code the initialization seems to utilize the standard KKT-solver and even have a comment referring to the CVXOPT initialization
I have a question regarding the initialization step with regards to the equality constraints / zero cone. In the preprint (in the case of$P\neq 0$ , but a similar thing can be said in the case of $P=0$ ) it is stated that the following linear system is solved
This would mean that the equality constraints are not necessarily satisfied (due to the presence of$I$ ). However, looking at the code the initialization seems to utilize the standard KKT-solver and even have a comment referring to the CVXOPT initialization
Clarabel.jl/src/solver.jl
Line 365 in dd709aa
Both cases point to towards that the equality constraints are actually satisfied. So I guess in practice you are solving something akin to
where$I_E = I - E$ with $E$ being a matrix with ones on the diagonal entries corresponding to equality constraints?
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