OSQP: The Operator Splitting QP Solver
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Python wrapper for OSQP <https://osqp.org/>
__: 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 <https://osqp.org/>
__.
This repository performs the tests and builds the pypi wheels. Conda packages are on conda-forge <https://github.com/conda-forge/osqp-feedstock>
__.