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

358 APPENDIX A. API REFERENCE
transp :
val :
int
If this argument is non-zero, then (A.3) is solved. Otherwise the system (A.2) is solved.
double[]
As input it is the vector b. Although the positions of the non-zero elements are specified in
sub it is required that val[i] = 0 if b[i] = 0. As output val is the vector ¯X.
Please note that val is a dense vector — not a packed sparse vector. This implies that val
has room for numcon elements.
Description:
If a basic solution is available, then exactly numcon basis variables are defined. These numcon
basis variables are denoted the basis. Associated with the basis is a basis matrix denoted B.
This function solves either the linear equation system
B ¯X = b
(A.2)
or the system
B T ¯X = b
(A.3)
for the unknowns ¯X, with b being a user-defined vector.
In order to make sense of the solution ¯X it is important to know the ordering of the variables in the
basis because the ordering specifies how B is constructed. When calling Task.initbasissolve
an ordering of the basis variables is obtained, whicd can be used to deduce how MOSEK has
constructed B. Indeed if the kth basis variable is variable x j it implies that
B i,k = A i,j , i = 0, . . . , numcon − 1.
Otherwise if the kth basis variable is variable x c j
it implies that‘
See also
B i,k =
{ − 1, i = j,
0, i ≠ j.
Given the knowledge of how B is constructed it is possible to interpret the solution ¯X correctly.
Please note that this function exploits the sparsity in the vector b to speed up the computations.
• Task.initbasissolve Prepare a task for basis solver.
• iparam.basis solve use plus one Controls the sign of the columns in the basis matrix
corresponding to slack variables.