Use OSQP solver for quadratic programming

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MP-Opt-Model

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Use OSQP solver for quadratic programming #2

Closed rwl closed 4 years ago

rwl commented 4 years ago

The University of Oxford has published a QP solver called OSQP that is written in C. The benchmarks show impressive performance relative to some well established solvers. There is an MEX interface for calling the solver from MATLAB:

https://github.com/oxfordcontrol/osqp-matlab

rdzman commented 4 years ago

Looks very promising. Thanks. I'll check it out.