OSQP Python

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

$$\begin{array}{ll}\text{minimize}& \frac{1}{2}{x}^{T}Px+q^{T}x\\ \text{subject to}& l\le Ax\le u\end{array}$$

where $(x\in {\mathbf{R}}^n)$ is the optimization variable and $(P\in {\mathbf{S}}_{+}^n)$ is a positive semidefinite matrix.

Installation

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 https://github.com/osqp/osqp-python) and run pip install . from inside the cloned folder.

Documentation

The interface is documented here.