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>
diff --git a/docs/get_started/python.rst b/docs/get_started/python.rst
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+Python
+======
+
+Python interface supports Python 2.7 and 3.5 or newer.
+
+Pip
+----
+
+.. code:: bash
+
+   pip install osqp
+
+
+Anaconda
+--------
+
+.. code:: bash
+
+   conda install -c conda-forge osqp
+
+
+Sources
+---------
+You need to install the following (see :ref:`build_from_sources` for more details):
+
+- `GCC compiler <https://gcc.gnu.org/>`_
+- `CMake <https://cmake.org/>`_
+
+.. note::
+
+   **Windows**: You need to install **also** the Visual Studio C++ compiler:
+
+   * Python 2: `Visual C++ 9.0 for Python (VC 9.0) <https://www.microsoft.com/en-us/download/details.aspx?id=44266>`_
+
+   * Python 3: `Build Tools for Visual Studio 2017 <https://visualstudio.microsoft.com/downloads/#build-tools-for-visual-studio-2017>`_
+
+
+Now you are ready to build OSQP python interface from sources. Run the following in your terminal
+
+.. code:: bash
+
+   git clone --recurse-submodules https://github.com/osqp/osqp-python
+   cd osqp-python
+   python setup.py install