feature passthrough and add example

Author: goulart-paul

examples/cpp/CMakeLists.txt

@@ -8,6 +8,7 @@ set(CPP_EXAMPLES
   example_socp
   example_sdp
   example_faer
+  example_mkl_pardiso
   example_json
   example_print_stream
   example_callback

examples/cpp/example_mkl_pardiso.cpp

@@ -0,0 +1,74 @@
+#include "utils.h"
+
+#include <Clarabel>
+#include <Eigen/Eigen>
+#include <vector>
+
+using namespace clarabel;
+using namespace std;
+using namespace Eigen;
+
+// NB: this example requires that the solver be built with -DCLARABEL_FEATURE_FAER_SPARSE
+
+int main(void)
+{
+
+#ifndef FEATURE_PARDISO_MKL
+    printf("This example requires MKL Pardiso support.\n");
+    return 1;
+#else
+
+
+    /* From dense matrix:
+     * [[6., 0.],
+     *  [0., 4.]]
+     */
+    MatrixXd P_dense(2, 2);
+    P_dense <<
+        6., 0.,
+        0., 4.;
+
+    SparseMatrix<double> P = P_dense.sparseView();
+    P.makeCompressed();
+
+    Vector<double, 2> q = { -1., -4. };
+
+    MatrixXd A_dense(5, 2);
+    A_dense <<
+         1., -2., // <-- LHS of equality constraint (lower bound)
+         1.,  0., // <-- LHS of inequality constraint (upper bound)
+         0.,  1., // <-- LHS of inequality constraint (upper bound)
+        -1.,  0., // <-- LHS of inequality constraint (lower bound)
+         0., -1.; // <-- LHS of inequality constraint (lower bound)
+
+    SparseMatrix<double> A = A_dense.sparseView();
+    A.makeCompressed();
+
+    Vector<double, 5> b = { 0., 1., 1., 1., 1. };
+
+    vector<SupportedConeT<double>> cones
+    {
+        ZeroConeT<double>(1),
+        NonnegativeConeT<double>(4),
+    };
+
+    // Settings
+    DefaultSettings<double> settings = DefaultSettings<double>::default_settings();
+    settings.direct_solve_method = ClarabelDirectSolveMethods::PARDISO_MKL;
+    //set the number of threads
+    settings.max_threads = 16;
+
+    // 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;
+
+#endif // FEATURE_FAER_SPARSE
+}

rust_wrapper/Cargo.toml

@@ -28,3 +28,6 @@ sdp-r          = ["sdp", "clarabel/sdp-r"]
 
 serde          = ["dep:serde", "clarabel/serde"]
 faer-sparse    = ["clarabel/faer-sparse"]
+pardiso-mkl    = ["clarabel/pardiso-mkl"]
+pardiso-panua  = ["clarabel/pardiso-panua"]
+pardiso        = ["clarabel/pardiso"] #chooses both