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/parsers/cvxpy.rst b/docs/parsers/cvxpy.rst
new file mode 100644
index 0000000..7733c18
--- /dev/null
+++ b/docs/parsers/cvxpy.rst
@@ -0,0 +1,17 @@
+CVXPY
+=====
+
+`CVXPY <http://www.cvxpy.org/>`_ 1.0 supports the OSQP solver by default. After defining your problem, you can solve it with OSQP by just calling
+
+.. code:: python
+
+ problem.solve()
+
+
+OSQP is the default QP solver used. To specify it explicitly together with some options you can execute
+
+.. code:: python
+
+ problem.solve(solver=OSQP, max_iter=2000)
+
+where we set the :code:`max_iter` option to :code:`2000`.