osqp

Operator Splitting Quadratic Program solver for optimization problems

The OSQP (Operator Splitting Quadratic Program) solver is a numerical optimization package for solving convex quadratic programs. OSQP uses a specialized ADMM-based first-order method with custom sparse linear algebra routines that exploit structure in problem data. The algorithm is absolutely division free after the setup and it requires no assumptions on problem data (the problem only needs to be convex). OSQP is self-contained and requires no external library to run.