OSQP

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). It just works!
OSQP is free and will always be free for everyone. Its license is Apache 2.0.
OSQP has an easy interface to generate customized embeddable C code with no memory manager required.
OSQP supports many interfaces including C/C++, Fortran, Matlab, Python, R, Julia, Rust.
OSQP is self-contained and requires no external library to run.
We benchmarked OSQP against problems from many different classes, applications and scalings. OSQP beats most available commercial and academic solvers.
Princeton University
University of Oxford
Methods, Maths and Code Generation
Software Engineering and Code Generation
Imperial College London
Software Engineering
Princeton University
© Bartolomeo Stellato