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OSQP: The Operator Splitting QP Solver

Project description

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Python wrapper for OSQP: the Operator Splitting QP Solver.

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

The interface is documented here.

Packaging

This repository performs the tests and builds the pypi wheels. Conda packages are on conda-forge.

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