Add soft constraints to OSQP interface #1120
Merged
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This PR adds soft constraints support to OSQP interface, and fixes the QP mass spring example in case of soft constraints.
There are still some limitations in the OSQP interface, namely it must hold that the lower bounds on the slacks are nonnegativity constraints s>=0, that is anyway what is generally used to implement soft constraints.
Note that soft constraints are only supported for QP formulations for now.
Within SQP, the lower bounds on the slack variables typically change during the SQP iterations.
It has not been implemented yet a general cleanup of the OSQP interface to make it more "high level" and independent to changes within OSQP internal structures.