Julia 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`

.

The interface is documented here.

05/05/2017

16 days ago

254 commits