OSDP is an Ocaml library offering interface to a few Semi-Definite Programming (SDP) solvers. It also offers higher level interfaces such as Linear Matrix Inequalities (LMI) or Sum of Square (SOS) polynomials.

The OCaml package manager OPAM is the easiest solution to install OSDP. Once OPAM is installed, typing

% opam install osdp

should be enough to install OSDP.