[aurelian15]

I have been using OSQP [1] quite a bit in a project where I needed to solve many quadratic programs (QPs). When I started with the project back in early 2017, OSQP was still in early stages. I ended up using both cvxopt and MOSEK; both were frustratingly slow.

After I picked up the project again a year later (around 2019ish), I stumbled across OSQP again. OSQP blew both cvxopt and MOSEK out of the water in terms of speed (up to 10 times faster) and quality of the solutions (not as sensitive to bad conditioning). Plus the C interface was quite easy to use and super easy (as far as numerics C code goes) to integrate into my larger project. I particularly liked that the C code has no external dependencies (more precisely: all external dependencies are vendored).

[1] https://osqp.org/