CVXPY

CVXPY 1.0 supports the OSQP solver by default. After defining your problem, you can solve it with OSQP by just calling

problem.solve()

OSQP is the default QP solver used. To specify it explicitly together with some options you can execute

problem.solve(solver=OSQP, max_iter=2000)

where we set the max_iter option to 2000.