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/jump.rst b/docs/parsers/jump.rst
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+JuMP
+=====
+
+`JuMP <https://github.com/JuliaOpt/JuMP.jl>`_ supports the OSQP solver using the `MathOptInterface interface <https://github.com/JuliaOpt/MathOptInterface.jl>`_. 
+You can define a JuMP model to be solved via OSQP as follows
+
+
+.. code:: julia
+
+   # Load JuMP and OSQP
+   using JuMP, OSQP
+
+   # Create OSQP Solver instance
+   s = OSQPMathProgBaseInterface.OSQPSolver(verbose=false)
+
+   # Create JuMP model
+   model = Model(solver=s)
+
+   ...
+
+Note that here we set the verbosity to :code:`false`.
+After defining your model, you can solve it by just calling
+
+.. code:: julia
+
+   solve(model)
+
+
+For more details on how to create and modify the models, see the `JuMP Documentation <https://www.juliaopt.org/JuMP.jl/stable/>`_.
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