Make osqp build

Prep for using it in the catapult.

Change-Id: Ic642b1c04469563de13a8a6227407aacb75eff6a
Signed-off-by: Austin Schuh <austin.linux@gmail.com>
diff --git a/third_party/osqp-cpp/BUILD b/third_party/osqp-cpp/BUILD
new file mode 100644
index 0000000..e419d2b
--- /dev/null
+++ b/third_party/osqp-cpp/BUILD
@@ -0,0 +1,32 @@
+cc_library(
+    name = "osqp-cpp",
+    srcs = [
+        "src/osqp++.cc",
+    ],
+    hdrs = [
+        "include/osqp++.h",
+    ],
+    includes = [
+        "include",
+    ],
+    target_compatible_with = ["@platforms//os:linux"],
+    visibility = ["//visibility:public"],
+    deps = [
+        "//third_party/osqp",
+        "@com_google_absl//absl/status",
+        "@com_google_absl//absl/status:statusor",
+        "@org_tuxfamily_eigen//:eigen",
+    ],
+)
+
+cc_test(
+    name = "osqp-cpp_test",
+    srcs = [
+        "test/osqp++_test.cc",
+    ],
+    deps = [
+        ":osqp-cpp",
+        "//aos/testing:googletest",
+        "@com_google_googletest//:gtest",
+    ],
+)