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

7.2. SOLVING LINEAR SYSTEMS INVOLVING THE BASIS MATRIX 93
is a solution to
[
0 1
− 1 1
] [ ] [ x
c
1 2
=
x 0 6
]
.
7.2.3 Solving arbitrary linear systems
MOSEK can be used to solve an arbitrary (rectangular) linear system
Ax = b
using the Task.solvewithbasis function without optimizing the problem as in the previous example.
This is done by setting up an A matrix in the task, setting all variables to basic and calling the
Task.solvewithbasis function with the b vector as input. The solution is returned by the function.
Below we demonstrate how to solve the linear system
with b = (1, −2) and b = (7, 0) .
[
0 1
− 1 1
] [ ]
x0
=
x 1
[
b1
b 2
]
[ solvelinear.py ]
1 from future import with statement
2 ##
3 # Copyright: Copyright (c) MOSEK ApS, Denmark. All rights reserved.
4 #
5 # File : solvelinear.py
6 #
7 # Purpose : To demonstrate the usage of MSK solvewithbasis
8 # when solving the linear system:
9 #
10 # 1.0 x1 = b1
11 # -1.0 x0 + 1.0 x1 = b2
12 #
13 # with two different right hand sides
14 #
15 # b = (1.0, -2.0)
16 #
17 # and
18 #
19 # b = (7.0, 0.0)
20 ##
21
22 import mosek
23
24 def put a( task,
25 aval,
26 asub,
27 ptrb,
28 ptre,
29 numvar,
30 basis):
(7.5)