OSQP.jl
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Examples at osqp.org
I have ported the matlab code for the https://osqp.org/docs/examples/index.html examples to Julia. I was thinking of making a PR there, but first wanted to check whether this has not been done before. If not, could I first post the code here for review?
If it's using the JuMP's interface, we could include them in the JuMP's doc as well. @odow thoughts ?
No, what I did was to port the matlab code, which means calling OSQP directly. See eg. https://osqp.org/docs/examples/huber.html.
The code (which is brute force translation of the matlab applications) is in this github repository. Maybe this (or an improved version of it...) would be a useful addition to https://osqp.org/docs/examples/index.html#applications ?