Squashed 'third_party/osqp/' content from commit 33454b3e23

Change-Id: I056df0582ca06664e86554c341a94c47ab932001
git-subtree-dir: third_party/osqp
git-subtree-split: 33454b3e236f1f44193bfbbb6b8c8e71f8f04e9a
Signed-off-by: Austin Schuh <austin.linux@gmail.com>
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+Matlab
+======
+OSQP Matlab interface requires Matlab 2015b or newer.
+
+
+Binaries
+--------
+
+Precompiled platform-dependent Matlab binaries are available on `GitHub <https://github.com/osqp/osqp-matlab/releases>`_.
+
+To install the interface, just run the following commands:
+
+.. code:: matlab
+
+    websave('install_osqp.m','https://raw.githubusercontent.com/osqp/osqp-matlab/master/package/install_osqp.m');
+    install_osqp
+
+
+Sources
+-------
+
+You need to install the following (see :ref:`build_from_sources` for more details):
+
+- A supported 64bit `C/C++ compiler <https://www.mathworks.com/support/compilers.html>`_
+- `CMake <https://cmake.org/>`_
+
+
+
+After you install both, check that your compiler is selected by executing
+
+.. code:: matlab
+
+   mex -setup
+
+.. note::
+
+   **Windows**: If Matlab does not find TDM-GCC, you need to set the environment variable :code:`MW_MINGW64_LOC` as follows
+
+   .. code:: matlab
+
+      setenv('MW_MINGW64_LOC', 'C:\TDM-GCC-64')
+
+
+   where :code:`C:\TDM-GCC-64` is the installation folder for TDM-GCC.
+
+You can now build the interface by running inside Matlab
+
+.. code:: matlab
+
+   !git clone --recurse-submodules https://github.com/osqp/osqp-matlab
+   cd osqp-matlab
+   make_osqp
+
+
+Then you can add the interface to the search path by executing from the same directory
+
+.. code:: matlab
+
+   addpath(pwd)
+   savepath