changelog: Add entry

Author: Lucas-Haubert

CHANGELOG.md

@@ -6,6 +6,9 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 
 ## [Unreleased]
 
+### Added
+- Add OSQP solver and refactor code ([#415](https://github.com/Simple-Robotics/proxsuite/pull/415))
+
 ### Changed
 - Change the default branch to `devel` ([#395](https://github.com/Simple-Robotics/proxsuite/pull/395))
 - Change `dual_feasibility` test threshold in `sparse_maros_meszaros` unit test ([#403](https://github.com/Simple-Robotics/proxsuite/pull/403))