OSQP.jl

OSQP.jl is a Julia wrapper for OSQP: the Operator Splitting QP Solver.

License

OSQP.jl is licensed under the Apache-2.0 license.

The upstream solver, osqp/osqp is also licensed under the Apache-2.0 license.

Installation

Install OSQP.jl using the Julia package manager

import Pkg
Pkg.add("OSQP")

Problem class

The OSQP (Operator Splitting Quadratic Program) solver is a numerical optimization package for solving problems in the form

minimize        0.5 x' P x + q' x

subject to      l <= A x <= u

where x in R^n is the optimization variable. The objective function is defined by a positive semidefinite matrix P in S^n_+ and vector q in R^n. The linear constraints are defined by matrix A in R^{m x n} and vectors l in R^m U {-inf}^m, u in R^m U {+inf}^m.

Documentation

Detailed documentation is available at https://osqp.org/.