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/src/polish.c b/third_party/osqp/src/polish.c
index 55df72d..1d23788 100644
--- a/third_party/osqp/src/polish.c
+++ b/third_party/osqp/src/polish.c
@@ -5,7 +5,7 @@
 #include "lin_sys.h"
 #include "kkt.h"
 #include "proj.h"
-#include "error.h"
+#include "osqp_error.h"
 
 /**
  * Form reduced matrix A that contains only rows that are active at the