OSQP is fast, but is only for QP, not LP. The "benchmarks" (https://github.com/osqp/osqp_benchmarks https://github.com/osqp/osqp_benchmarks) include some impor

OSQP is fast, but is only for QP, not LP. The "benchmarks" (https://github.com/osqp/osqp_benchmarks https://github.com/osqp/osqp_benchmarks) include some important problem classes but are random so, for general QP, are not valid. On the industry standard benchmarks (http://plato.asu.edu/ftp/qpbench.html http://plato.asu.edu/ftp/qpbench.html) OSQP doesn't look so good, and it's not even tested against commercial solvers (http://plato.asu.edu/ftp/cconvex.html http://plato.asu.edu/ftp/cconvex.html). Our experience with it on general benchmarking problems is that it can struggle to get sufficiently accurate dual values to the extent that it fails to solve them. For certain classes of important QP problems, and when optimization to small tolerances is not required, it's undoubtedly a great solver - but it's not a general solver.