MOI.modify version for multiple changes at once (#1800)

* MOI.modify version for multiple changes at once

* fall back to scalar modify

* fix modifications.jl

* add docs and tests

* Update modifications.jl

* fix docstrings

Co-authored-by: Oscar Dowson <odow@users.noreply.github.com>

Author: guilhermebodin

src/modifications.jl

@@ -95,6 +95,58 @@ objectives is not supported by the model `model`.
 ```julia
 modify(model, ObjectiveFunction{ScalarAffineFunction{Float64}}(), ScalarConstantChange(10.0))
 ```
+
+## Multiple modifications in Constraint Functions
+
+    modify(
+        model::ModelLike,
+        cis::AbstractVector{<:ConstraintIndex},
+        changes::AbstractVector{<:AbstractFunctionModification},
+    )
+
+Apply multiple modifications specified by `changes` to the functions of constraints `cis`.
+
+A [`ModifyConstraintNotAllowed`](@ref) error is thrown if modifying
+constraints is not supported by `model`.
+
+### Examples
+
+```julia
+modify(
+    model,
+    [ci, ci],
+    [
+        ScalarCoefficientChange{Float64}(VariableIndex(1), 1.0),
+        ScalarCoefficientChange{Float64}(VariableIndex(2), 0.5),
+    ],
+)
+```
+
+## Multiple modifications in the Objective Function
+
+    modify(
+        model::ModelLike,
+        attr::ObjectiveFunction,
+        changes::AbstractVector{<:AbstractFunctionModification},
+    )
+
+Apply multiple modifications specified by `changes` to the functions of constraints `cis`.
+
+A [`ModifyObjectiveNotAllowed`](@ref) error is thrown if modifying
+objective coefficients is not supported by `model`.
+
+### Examples
+
+```julia
+modify(
+    model,
+    ObjectiveFunction{ScalarAffineFunction{Float64}}(),
+    [
+        ScalarCoefficientChange{Float64}(VariableIndex(1), 1.0),
+        ScalarCoefficientChange{Float64}(VariableIndex(2), 0.5),
+    ],
+)
+```
 """
 function modify end
 
@@ -106,10 +158,33 @@ function modify(
     return throw_modify_not_allowed(ci, change)
 end
 
+function modify(
+    model::ModelLike,
+    cis::AbstractVector{<:ConstraintIndex},
+    changes::AbstractVector{<:AbstractFunctionModification},
+)
+    @assert length(cis) == length(changes)
+    for (ci, change) in zip(cis, changes)
+        modify(model, ci, change)
+    end
+    return
+end
+
 function modify(
     model::ModelLike,
     attr::ObjectiveFunction,
     change::AbstractFunctionModification,
 )
     return throw_modify_not_allowed(attr, change)
 end
+
+function modify(
+    model::ModelLike,
+    attr::ObjectiveFunction,
+    changes::AbstractVector{<:AbstractFunctionModification},
+)
+    for change in changes
+        modify(model, attr, change)
+    end
+    return
+end

test/Utilities/cachingoptimizer.jl

@@ -952,6 +952,58 @@ function test_final_touch_optimize()
     @test model.model_cache.index_map === nothing
 end
 
+function test_multiple_modifications()
+    m = MOIU.CachingOptimizer(MOIU.Model{Float64}(), MOIU.AUTOMATIC)
+
+    x = MOI.add_variables(m, 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(m, saf, MOI.LessThan(1.0))
+    ci2 = MOI.add_constraint(m, saf, MOI.LessThan(2.0))
+
+    MOI.set(m, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(), saf)
+
+    fc1 = MOI.get(m, MOI.ConstraintFunction(), ci1)
+    @test MOI.coefficient.(fc1.terms) == [1.0, 1.0, 1.0]
+    fc2 = MOI.get(m, MOI.ConstraintFunction(), ci2)
+    @test MOI.coefficient.(fc2.terms) == [1.0, 1.0, 1.0]
+    obj = MOI.get(m, 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(m, [ci1, ci2, ci2], changes_cis)
+
+    fc1 = MOI.get(m, MOI.ConstraintFunction(), ci1)
+    @test MOI.coefficient.(fc1.terms) == [4.0, 1.0, 1.0]
+    fc2 = MOI.get(m, 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(
+        m,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        changes_obj,
+    )
+
+    obj = MOI.get(m, MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}())
+    @test MOI.coefficient.(obj.terms) == [4.0, 10.0, 2.0]
+end
+
 end  # module
 
 TestCachingOptimizer.runtests()