Rust interface to OSQP: The Operator Splitting QP Solver
Clone or download
Latest commit a2d1f6e Dec 10, 2018

Build Status Build status

Rust 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.

Rust Interface Documentation

Solver Documentation