OSQP
Features
Efficient
OSQP uses a specialized ADMM-based first-order method with custom sparse linear algebra routines that exploit structure in problem data.
Robust
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!
Free
OSQP is free and will always be free for everyone. Its license is Apache 2.0.
Embeddable
OSQP has an easy interface to generate customized embeddable C code with no memory manager required.
Many interfaces
OSQP supports many interfaces including C/C++, Fortran, Matlab, Python, R, Julia, Rust.
Library-free
OSQP is self-contained and requires no external library to run.
OSQP beats most QP solvers.
We benchmarked OSQP against problems from many different classes, applications and scalings. OSQP beats most available commercial and academic solvers.
Credits
Bartolomeo Stellato
Main developer
Princeton University
Goran Banjac
Main developer
Paul Goulart
Methods and Maths
University of Oxford
Stephen Boyd
Methods and Maths
Stanford University
Alberto Bemporad
Methods and Maths
IMT Lucca
Nicholas Moehle
Methods, Maths and Code Generation
Stanford University
Michel Schubiger
GPU implementation
Schindler R&D
John Lygeros
Methods and Maths
ETH Zurich
Ian McInerney
Software Engineering and Code Generation
Imperial College London
Vineet Bansal
Software Engineering
CSML, Princeton University