Add support for vector-valued MOI.set when setting new variable bounds

src/MOI_wrapper.jl

@@ -1379,6 +1379,41 @@ function MOI.set(
     return
 end
 
+function MOI.set(
+    model::Optimizer,
+    ::MOI.ConstraintSet,
+    c::Vector{MOI.ConstraintIndex{MOI.VariableIndex,S}},
+    s::Vector{S},
+) where {S<:_SCALAR_SETS}
+    if length(c) != length(s)
+        msg = "number of constraints does not match number of sets"
+        throw(DimensionMismatch(msg))
+    end
+    for ci in c
+        MOI.throw_if_not_valid(model, ci)
+    end
+    N = length(c)
+    columns, lower, upper = zeros(Cint, N), zeros(Cdouble, N), zeros(Cdouble, N)
+    for (i, (ci, si)) in enumerate(zip(c, s))
+        info = _info(model, ci)
+        columns[i] = info.column
+        l, u = _bounds(si)
+        if S == MOI.LessThan{Float64}
+            info.upper = u
+            lower[i], upper[i] = info.lower, u
+        elseif S == MOI.GreaterThan{Float64}
+            info.lower = l
+            lower[i], upper[i] = l, info.upper
+        else
+            lower[i], upper[i] = l, u
+            info.lower, info.upper = l, u
+        end
+    end
+    ret = Highs_changeColsBoundsBySet(model, N, columns, lower, upper)
+    _check_ret(ret)
+    return
+end
+
 function MOI.supports(
     ::Optimizer,
     ::MOI.ConstraintName,

test/MOI_wrapper.jl

@@ -476,6 +476,91 @@ function test_relax_integrality_after_solve()
     return
 end
 
+function test_change_col_bounds_by_set_dimension_mismatch()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variables(model, 3)
+    c = MOI.add_constraint.(model, x, MOI.GreaterThan.(1.0:3.0))
+    @test_throws(
+        DimensionMismatch,
+        MOI.set(model, MOI.ConstraintSet(), c, MOI.GreaterThan.([4.0, 5.0])),
+    )
+    return
+end
+
+function test_change_col_bounds_by_set_invalid()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variable(model)
+    c = MOI.add_constraint(model, x, MOI.GreaterThan(0.0))
+    c_invalid = typeof(c)(-123456)
+    sets = MOI.GreaterThan.(1.0:2.0)
+    @test_throws(
+        MOI.InvalidIndex(c_invalid),
+        MOI.set(model, MOI.ConstraintSet(), [c, c_invalid], sets),
+    )
+    return
+end
+
+function test_change_col_bounds_by_set_greater_than()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variables(model, 3)
+    c = MOI.add_constraint.(model, x, MOI.GreaterThan.(1.0:3.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    f = 1.0 * x[1] + x[2] + x[3]
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    @test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
+    MOI.set(
+        model,
+        MOI.ConstraintSet(),
+        [c[1], c[3]],
+        MOI.GreaterThan.([4.0, 5.0]),
+    )
+    MOI.optimize!(model)
+    @test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
+    @test MOI.get(model, MOI.ConstraintSet(), c) ==
+          MOI.GreaterThan.([4.0, 2.0, 5.0])
+    return
+end
+
+function test_change_col_bounds_by_set_less_than()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variables(model, 3)
+    c = MOI.add_constraint.(model, x, MOI.LessThan.(1.0:3.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    f = 1.0 * x[1] + x[2] + x[3]
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    @test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
+    MOI.set(model, MOI.ConstraintSet(), [c[1], c[3]], MOI.LessThan.([4.0, 5.0]))
+    MOI.optimize!(model)
+    @test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
+    @test MOI.get(model, MOI.ConstraintSet(), c) ==
+          MOI.LessThan.([4.0, 2.0, 5.0])
+    return
+end
+
+function test_change_col_bounds_by_set_less_than()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variables(model, 3)
+    c = MOI.add_constraint.(model, x, MOI.EqualTo.(1.0:3.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    f = 1.0 * x[1] + x[2] + x[3]
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    @test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
+    MOI.set(model, MOI.ConstraintSet(), [c[1], c[3]], MOI.EqualTo.([4.0, 5.0]))
+    MOI.optimize!(model)
+    @test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
+    @test MOI.get(model, MOI.ConstraintSet(), c) ==
+          MOI.EqualTo.([4.0, 2.0, 5.0])
+    return
+end
+
 end
 
 TestMOIHighs.runtests()