The OSQP module is can be imported with
The solver is initialized by creating an OSQP object
m = osqp.OSQP()
The problem is specified in the setup phase by running
m.setup(P=P, q=q, A=A, l=l, u=u, **settings)
u are numpy arrays. The elements of
u can be \(\pm \infty\) ( using
A are scipy sparse matrices in CSC format. If they are sparse matrices are in another format, the interface will attemp to convert them. There is no need to specify all the arguments.
The keyword arguments
**settings specify the solver settings. The allowed parameters are defined in Solver settings.
The problem can be solved by
results = m.solve()
results object contains the primal solution
x, the dual solution
y, certificate of primal infeasibility
prim_inf_cert, certificate of dual infeasibility
dual_inf_cert and the
info object containing the solver statistics defined in the following table
||Number of iterations|
||Solver status value as in Status values|
||Total run time: setup + solve + polish|
||Optimal rho estimate|
||Number of rho updates|
Note that if multiple solves are executed from single setup, then after the
run_time includes only
Part of problem data and settings can be updated without requiring a new problem setup.
Update problem vectors¶
u can be updated with new values
u_new by just running
m.update(q=q_new, l=l_new, u=u_new)
The user does not have to specify all the keyword arguments.
OSQP automatically warm starts primal and dual variables from the previous QP solution. If you would like to warm start their values manually, you can use
y0 are the new primal and dual variables.