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osqp-0.6.3
osqp.rs
Rust wrapper for OSQP: the Operator Splitting QP Solver.
The OSQP (Operator Splitting Quadratic Program) solver is a numerical optimization package for solving problems in the form
minimize 0.5 x' P x + q' x
subject to l <= A x <= u
where x in R^n
is the optimization variable.
The objective function is defined by a positive semidefinite matrix P in S^n_+
and vector q in R^n
.
The linear constraints are defined by matrix A in R^{m x n}
and vectors l in R^m U {-inf}^m
, u in R^m U {+inf}^m
.