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Python interface for OSQP

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Parallelize derivatives with multi-threading, similarly, to `diffcp` https://github.com/cvxgrp/diffcp/blob/a122f966bad40eb4eb24df38fe511ed2d12fcbff/diffcp/cone_program.py#L89 Note. We need to disable GIL before computing the adjoint derivatives

Add instructions to: - [ ] Create a release - [ ] Install required dev dependencies, e.g., `pre-commit`.

Integrate code generation functionalities with cvxpygen @maxschaller would you have time to help with this? - [ ] Adjust function call (no longer needs cmake) https://github.com/cvxgrp/cvxpygen/blob/5aaacdb894354288e2f12a16ca738248c69181c4/cvxpygen/cpg.py#L451 - [ ] Edit...

Unless we set `scaling=0` in the derivative unit tests, we observe different results in derivatives w.r.t. the Python implementation. Some helpful comments from Bart: It makes sense that scaling has...

Now propagates float and long flags to CMake via flags

I am using osqp in conda environment but I don't want to get the output below, please how do I need to set? " OSQP v0.6.2 - Operator Splitting QP...

I installed version `0.6.2.post0` via pip under Python 3.6 and noticed that there is no stateless `solve` function in the `osqp` namespace [as claimed in the documentation](https://osqp.org/docs/interfaces/python.html#solve-in-just-one-function-with-gil-disabled): ```python >>> import...

Export these two types can make osqp pickleable, otherwise python cannot recognize these classes.

To test to effects of PR #70, I've added a codegen test where `P` is `None`. This would have failed on Windows before PR #70 but should pass now. Specifying...