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.
To install osqp for python, make sure that you're using a recent version of pip (pip install --upgrade pip)
and then use pip install osqp.
To install osqp from source, clone the repository (git clone --recurse-submodules https://github.com/osqp/osqp-python)
and run pip install . from inside the cloned folder.
The interface is documented here.
This repository performs the tests and builds the pypi wheels. Conda packages are on conda-forge.