To be able to use OSQP and CUTEst you need to

  • Install CUTEst

  • Compile OSQP from sources

  • Set the environment variable OSQP to the main OSQP directory containing source code for which the compiled binary libraries lie in $OSQP/build/out.

For more details, see the README.osqp file in the CUTEst repository.