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

7.2. SOLVING LINEAR SYSTEMS INVOLVING THE BASIS MATRIX 95
89
90 ptrb = [ 0,1 ]
91 ptre = [ 1,3 ]
92
93 #int[] bsub = new int[numvar];
94 #double[] b = new double[numvar];
95 #int[] basis = new int[numvar];
96
97
98 with mosek.Env() as env:
99 with mosek.Task(env) as task:
100 # Directs the log task stream to the user specified
101 # method task msg obj.streamCB
102 task.set Stream(mosek.streamtype.log,
103 lambda msg : sys.stdout.write(msg))
104 # Put A matrix and factor A.
105 # Call this function only once for a given task.
106
107 basis = [0] * numvar
108 b = [ 0.0, -2.0 ]
109 bsub = [ 0, 1 ]
110
111 put a(task,
112 aval,
113 asub,
114 ptrb,
115 ptre,
116 numvar,
117 basis)
118
119 # now solve rhs
120 b = [ 1, -2]
121 bsub = [ 0, 1 ]
122 nz = task.solvewithbasis(0,2,bsub,b)
123 print("\nSolution to Bx = b:\n")
124
125 # Print solution and show correspondents
126 # to original variables in the problem
127 for i in range(nz):
128 if basis[bsub[i]] < numcon:
129 print("This should never happen")
130 else:
131 print("x%d = %d" % (basis[bsub[i]] - numcon, b[bsub[i]]))
132
133 b[0] = 7
134 bsub[0] = 0
135
136 nz = task.solvewithbasis(0,1,bsub,b);
137
138 print("\nSolution to Bx = b:\n")
139 # Print solution and show correspondents
140 # to original variables in the problem
141 for i in range(nz):
142 if basis[bsub[i]] < numcon:
143 print ("This should never happen")
144 else:
145 print ("x%d = %d" % (basis[bsub[i]] - numcon, b[bsub[i]] ))
146