OSQP Matlab interface requires Matlab 2015b or newer.
Precompiled platform-dependent Matlab binaries are available on Bintray.
To install the interface, just run the following commands:
websave('install_osqp.m', 'https://dl.bintray.com/bstellato/generic/OSQP/0.4.1/install_osqp.m'); install_osqp
You need to install the following (see Build from sources for more details):
After you install both, check that your compiler is selected by executing
Windows: If Matlab does not find TDM-GCC, you need to set the environment variable
MW_MINGW64_LOC as follows
C:\TDM-GCC-64 is the installation folder for TDM-GCC.
You can now build the interface by running inside Matlab
!git clone --recurse-submodules https://github.com/oxfordcontrol/osqp-matlab cd osqp-matlab make_osqp
Then you can add the interface to the search path by executing from the same directory