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

$$\begin{array}{ll} \mbox{minimize} & \frac{1}{2} x^T P x + q^T x \\ \mbox{subject to} & l \le A x \le u \end{array} $$

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.