use pardiso with osqp called through cvx

[Julien Alapetite]

I would like to know how to specify that osqp should use pardiso when called through cvx:

prob = cvx.Problem(self.obj,self.const)
prob.solve(solver=cvx.OSQP, verbose=verbose)

thanks

[Goran Banjac]

Hi Julien,

OSQP settings can be passed to CVXPY through its solve function. In particular, you can specify the MKL Pardiso solver as

prob.solve(solver=cvx.OSQP, linsys_solver='mkl pardiso')

For more details, please consult the OSQP documentation website.

Goran