The MOSEK Python optimizer API manual Version 7.0 (Revision 141)

7.2. SOLVING LINEAR SYSTEMS INVOLVING THE BASIS MATRIX 91
55 6.0]
56
57 bkx = [mosek.boundkey.lo,
58 mosek.boundkey.lo]
59 blx = [0.0,
60 0.0]
61
62 bux = [+infinity,
63 +infinity]
64 w1 = [2.0, 6.0]
65 w2 = [1.0, 0.0]
66 try:
67 with mosek.Env() as env:
68 with env.Task(0,0) as task:
69 task.set Stream (mosek.streamtype.log, streamprinter)
70 task.inputdata(numcon,numvar,
71 c,
72 0.0,
73 ptrb,
74 ptre,
75 asub,
76 aval,
77 bkc,
78 blc,
79 buc,
80 bkx,
81 blx,
82 bux)
83 task.putobjsense(mosek.objsense.maximize)
84 r = task.optimize()
85 if r != mosek.rescode.ok:
86 print ("Mosek warning:",r)
87
88 basis = [0] * numcon
89 task.initbasissolve(basis)
90
91 #List basis variables corresponding to columns of B
92 varsub = [0,1]
93
94 for i in range(numcon):
95 if basis[varsub[i]] < numcon:
96 print ("Basis variable no %d is xc%d" % (i,basis[i]))
97 else:
98 print ("Basis variable no %d is x%d" % (i,basis[i] - numcon))
99
100 # solve Bx = w1
101 # varsub contains index of non-zeros in b.
102 # On return b contains the solution x and
103 # varsub the index of the non-zeros in x.
104 nz = 2
105
106 nz = task.solvewithbasis(0, nz, varsub, w1)
107 print ("nz = %s" % nz)
108 print ("Solution to Bx = w1:")
109
110 for i in range(nz):
111 if basis[varsub[i]] < numcon:
112 print ("xc %s = %s" % (basis[varsub[i]],w1[varsub[i]]))