Hi Julia optimizers!
We have just added JuMP support to the latest OSQP.jl Julia interface.
For those who do not know it, OSQP is a new efficient first-order QP solver based on ADMM. You can find some benchmarks against other solvers here.
For more details on how to call OSQP from JuMP please check this page.
While the current interface is based on MathProgBase, we are also working on supporting the new MathOptInterface for the next JuMP release.
Let us know if you have any questions/issues about OSQP.
Bartolomeo