-
Notifications
You must be signed in to change notification settings - Fork 25
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Update README.md for JuMP documentation
- Loading branch information
Showing
1 changed file
with
30 additions
and
8 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,19 +1,41 @@ | ||
# OSQP.jl | ||
|
||
[![Build Status](https://github.com/oxfordcontrol/OSQP.jl/workflows/CI/badge.svg)](https://github.com/oxfordcontrol/OSQP.jl/actions) | ||
[![codecov.io](http://codecov.io/github/oxfordcontrol/OSQP.jl/coverage.svg?branch=master)](http://codecov.io/github/oxfordcontrol/OSQP.jl?branch=master) | ||
[![Build Status](https://github.com/osqp/OSQP.jl/workflows/CI/badge.svg)](https://github.com/osqp/OSQP.jl/actions) | ||
[![codecov.io](http://codecov.io/github/osqp/OSQP.jl/coverage.svg?branch=master)](http://codecov.io/github/osqp/OSQP.jl?branch=master) | ||
|
||
Julia wrapper for [OSQP](https://osqp.org/): the Operator Splitting QP Solver. | ||
[OSQP.jl](https://github.com/osqp/OSQP.jl) is a Julia wrapper for | ||
[OSQP](https://osqp.org/): the Operator Splitting QP Solver. | ||
|
||
The OSQP (Operator Splitting Quadratic Program) solver is a numerical optimization package for solving problems in the form | ||
## License | ||
|
||
OSQP.jl is licensed under the [Apache-2.0 license](https://github.com/osqp/OSQP.jl/blob/master/LICENSE.md). | ||
|
||
The upstream solver, [osqp/osqp](https://github.com/osqp/osqp) is also licensed | ||
under the [Apache-2.0 license](https://github.com/osqp/osqp/blob/master/LICENSE). | ||
|
||
## Installation | ||
|
||
Install OSQP.jl using the Julia package manager | ||
|
||
```julia | ||
import Pkg | ||
Pkg.add("OSQP") | ||
``` | ||
|
||
## Problem class | ||
|
||
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`. | ||
|
||
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`. | ||
|
||
## Documentation | ||
The interface is documented [here](https://osqp.org/). | ||
|
||
Detailed documentation is available at [https://osqp.org/](https://osqp.org/). |