Software

OSQP – Operator Splitting Quadratic Program solver

OSQP is an open-source C package for solving convex quadratic programs in the form

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

The project source code is available on GitHub.