Merge pull request jump-dev#96 from jump-dev/gb/multiple_modifies

Make it work with the vector modifications interface

Author: guilhermebodin

Project.toml

@@ -1,13 +1,13 @@
 name = "ParametricOptInterface"
 uuid = "0ce4ce61-57bf-432b-a095-efac525d185e"
 authors = ["Tomás Gutierrez <tomasfmgutierrez@gmail.com>"]
-version = "0.3.5"
+version = "0.4.0"
 
 [deps]
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 
 [compat]
-MathOptInterface = "1"
+MathOptInterface = "1.3"
 julia = "1.6"
 
 [extras]

src/update_parameters.jl

@@ -307,13 +307,21 @@ function update_parameter_in_quadratic_constraints_pv!(model::Optimizer)
             end
         end
         old_ci = model.quadratic_added_cache[ci]
+        changes = Vector{MOI.ScalarCoefficientChange}(
+            undef,
+            length(new_coeff_per_variable),
+        )
+        i = 1
         for (vi, value) in new_coeff_per_variable
-            MOI.modify(
-                model.optimizer,
-                old_ci,
-                MOI.ScalarCoefficientChange(vi, value),
-            )
+            changes[i] = MOI.ScalarCoefficientChange(vi, value)
+            i += 1
         end
+        # Make multiple changes at once.
+        MOI.modify(
+            model.optimizer,
+            fill(old_ci, length(new_coeff_per_variable)),
+            changes,
+        )
     end
     return model
 end
@@ -347,13 +355,16 @@ function update_parameter_in_quadratic_objective_pv!(model::Optimizer)
     end
 
     F_pv = MOI.get(model.optimizer, MOI.ObjectiveFunctionType())
+    changes = Vector{MOI.ScalarCoefficientChange}(
+        undef,
+        length(new_coeff_per_variable),
+    )
+    i = 1
     for (vi, value) in new_coeff_per_variable
-        MOI.modify(
-            model.optimizer,
-            MOI.ObjectiveFunction{F_pv}(),
-            MOI.ScalarCoefficientChange(vi, value),
-        )
+        changes[i] = MOI.ScalarCoefficientChange(vi, value)
+        i += 1
     end
+    MOI.modify(model.optimizer, MOI.ObjectiveFunction{F_pv}(), changes)
     return model
 end
 

test/modifications_tests.jl

@@ -0,0 +1,61 @@
+@testset "Multiple modifications" begin
+    model = POI.Optimizer(MOI.Utilities.Model{Float64}())
+
+    x = MOI.add_variables(model, 3)
+
+    saf = MOI.ScalarAffineFunction(
+        [
+            MOI.ScalarAffineTerm(1.0, x[1]),
+            MOI.ScalarAffineTerm(1.0, x[2]),
+            MOI.ScalarAffineTerm(1.0, x[3]),
+        ],
+        0.0,
+    )
+    ci1 = MOI.add_constraint(model, saf, MOI.LessThan(1.0))
+    ci2 = MOI.add_constraint(model, saf, MOI.LessThan(2.0))
+
+    MOI.set(
+        model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        saf,
+    )
+
+    fc1 = MOI.get(model, MOI.ConstraintFunction(), ci1)
+    @test MOI.coefficient.(fc1.terms) == [1.0, 1.0, 1.0]
+    fc2 = MOI.get(model, MOI.ConstraintFunction(), ci2)
+    @test MOI.coefficient.(fc2.terms) == [1.0, 1.0, 1.0]
+    obj = MOI.get(
+        model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+    )
+    @test MOI.coefficient.(obj.terms) == [1.0, 1.0, 1.0]
+
+    changes_cis = [
+        MOI.ScalarCoefficientChange(MOI.VariableIndex(1), 4.0)
+        MOI.ScalarCoefficientChange(MOI.VariableIndex(1), 0.5)
+        MOI.ScalarCoefficientChange(MOI.VariableIndex(3), 2.0)
+    ]
+    MOI.modify(model, [ci1, ci2, ci2], changes_cis)
+
+    fc1 = MOI.get(model, MOI.ConstraintFunction(), ci1)
+    @test MOI.coefficient.(fc1.terms) == [4.0, 1.0, 1.0]
+    fc2 = MOI.get(model, MOI.ConstraintFunction(), ci2)
+    @test MOI.coefficient.(fc2.terms) == [0.5, 1.0, 2.0]
+
+    changes_obj = [
+        MOI.ScalarCoefficientChange(MOI.VariableIndex(1), 4.0)
+        MOI.ScalarCoefficientChange(MOI.VariableIndex(2), 10.0)
+        MOI.ScalarCoefficientChange(MOI.VariableIndex(3), 2.0)
+    ]
+    MOI.modify(
+        model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        changes_obj,
+    )
+
+    obj = MOI.get(
+        model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+    )
+    @test MOI.coefficient.(obj.terms) == [4.0, 10.0, 2.0]
+end

test/runtests.jl

@@ -21,4 +21,5 @@ include("dual_tests.jl")
 include("quad_tests.jl")
 include("sdp_tests.jl")
 include("vector_affine_tests.jl")
+include("modifications_tests.jl")
 include("jump_tests.jl")