Merge pull request #164 from jump-dev/gb/add_new_modify

Add multiple modifications interface

Author: joaquimg

src/MOI/MOI_wrapper.jl

@@ -3257,6 +3257,34 @@ function MOI.modify(
     return
 end
 
+function MOI.modify(
+    model::Optimizer,
+    cis::Vector{MOI.ConstraintIndex{MOI.ScalarAffineFunction{Float64}, S}},
+    chgs::Vector{MOI.ScalarCoefficientChange{Float64}}
+) where {S}
+    nels = length(cis)
+    @assert nels == length(chgs)
+
+    rows = Vector{Cint}(undef, nels)
+    cols = Vector{Cint}(undef, nels)
+    coefs = Vector{Float64}(undef, nels)
+
+    for i in 1:nels
+        rows[i] = Cint(_info(model, cis[i]).row)
+        cols[i] = Cint(_info(model, chgs[i].variable).column)
+        coefs[i] = chgs[i].new_coefficient
+    end
+
+    Xpress.chgmcoef(
+        model.inner,
+        nels,
+        rows,
+        cols,
+        coefs
+    )
+    return
+end
+
 function MOI.modify(
     model::Optimizer,
     c::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}},
@@ -3269,6 +3297,26 @@ function MOI.modify(
     return
 end
 
+function MOI.modify(
+    model::Optimizer,
+    c::MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}},
+    chgs::Vector{MOI.ScalarCoefficientChange{Float64}}
+)
+    @assert model.objective_type == SCALAR_AFFINE
+    nels = length(chgs)
+    cols = Vector{Int}(undef, nels)
+    coefs = Vector{Float64}(undef, nels)
+
+    for i in 1:nels
+        cols[i] = _info(model, chgs[i].variable).column
+        coefs[i] = chgs[i].new_coefficient
+    end
+
+    Xpress.chgobj(model.inner, cols, coefs)
+    model.is_objective_set = true
+    return
+end
+
 """
     _replace_with_matching_sparsity!(
         model::Optimizer,

src/api.jl

@@ -2271,7 +2271,7 @@ Used to change multiple coefficients in the  matrix. If any coefficient does not
 
 """
 function chgmcoef(prob::XpressProblem, ncoeffs, _mrow::Vector{<:Integer}, _mcol::Vector{<:Integer}, _dval)
-    @checked Lib.XPRSchgmcoef(prob, ncoeffs, Cint(_mrow .- 1), Cint(_mcol .- 1), _dval)
+    @checked Lib.XPRSchgmcoef(prob, ncoeffs, _mrow .- one(Cint), _mcol .- one(Cint), _dval)
 end
 
 # # Disable 64Bit versions do to reliability issues.

test/MathOptInterface/MOI_wrapper.jl

@@ -635,6 +635,68 @@ function test_MIP_Start()
     @test isapprox(9945.0, computed_obj_value3; rtol = rtol, atol = atol)
 end
 
+function test_multiple_modifications()
+    model = Xpress.Optimizer(OUTPUTLOG = 0)
+
+    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
+
 end
 
 TestMOIWrapper.runtests()