[Utilities] add modify_constants for MOI.modify in MatrixOfConstraints (#2300)

Author: odow

docs/src/submodules/Utilities/reference.md

@@ -118,6 +118,7 @@ Utilities.OneBasedIndexing
 Utilities.load_constants
 Utilities.function_constants
 Utilities.set_from_constants
+Utilities.modify_constants
 ```
 
 ```@docs

src/Utilities/matrix_of_constraints.jl

@@ -219,6 +219,22 @@ This function should be implemented to be usable as storage of constants for
 """
 function set_from_constants end
 
+"""
+    modify_constants(constants, row::Integer, new_constant::T) where {T}
+    modify_constants(
+        constants,
+        rows::AbstractVector{<:Integer},
+        new_constants::AbstractVector{T},
+    ) where {T}
+
+Modify `constants` in-place to store `new_constant` in the `row` row, or rows
+`rows`.
+
+This function must be implemented to enable [`MOI.ScalarConstantChange`](@ref)
+and [`MOI.VectorConstantChange`](@ref) for [`MatrixOfConstraints`](@ref).
+"""
+function modify_constants end
+
 ###
 ### Interface for the .sets field
 ###
@@ -652,3 +668,36 @@ function MOI.get(
     MOI.throw_if_not_valid(model, ci)
     return set_from_constants(model.constants, S, rows(model, ci))
 end
+
+function MOI.modify(
+    model::MatrixOfConstraints,
+    ci::MOI.ConstraintIndex,
+    change::Union{MOI.ScalarConstantChange,MOI.VectorConstantChange},
+)
+    try
+        modify_constants(model.constants, rows(model, ci), change.new_constant)
+    catch
+        throw(MOI.ModifyConstraintNotAllowed(ci, change))
+    end
+    return
+end
+
+function modify_constants(
+    b::AbstractVector{T},
+    row::Integer,
+    new_constant::T,
+) where {T}
+    b[row] = new_constant
+    return
+end
+
+function modify_constants(
+    b::AbstractVector{T},
+    rows::AbstractVector{<:Integer},
+    new_constants::AbstractVector{T},
+) where {T}
+    for (row, new_constant) in zip(rows, new_constants)
+        modify_constants(b, row, new_constant)
+    end
+    return
+end

test/Utilities/matrix_of_constraints.jl

@@ -635,6 +635,60 @@ function test_set_types_fallback()
     return
 end
 
+function test_modify_vectorsets()
+    model = _new_VectorSets()
+    src = MOI.Utilities.Model{Int}()
+    x = MOI.add_variables(src, 2)
+    c = MOI.add_constraint(
+        src,
+        MOI.VectorAffineFunction{Int}(
+            MOI.VectorAffineTerm.(1, MOI.ScalarAffineTerm.(1, x)),
+            [1, 3],
+        ),
+        MOI.SecondOrderCone(2),
+    )
+    index_map = MOI.copy_to(model, src)
+    f_c = MOI.get(model, MOI.ConstraintFunction(), index_map[c])
+    @test f_c.constants == [1, 3]
+    MOI.modify(model, index_map[c], MOI.VectorConstantChange([4, 5]))
+    f_c = MOI.get(model, MOI.ConstraintFunction(), index_map[c])
+    @test f_c.constants == [4, 5]
+    return
+end
+
+function test_modify_set_constants()
+    model = MOI.Utilities.Model{Float64}()
+    x = MOI.add_variables(model, 3)
+    f = MOI.Utilities.operate(vcat, Float64, 1.0 .* x...)
+    p_cone = MOI.PowerCone(0.1)
+    p_ref = MOI.add_constraint(model, f, p_cone)
+    d_cone = MOI.DualPowerCone(0.2)
+    d_ref = MOI.add_constraint(model, f, d_cone)
+    cache = MOI.Utilities.GenericOptimizer{
+        Float64,
+        MOI.Utilities.ObjectiveContainer{Float64},
+        MOI.Utilities.VariablesContainer{Float64},
+        MOI.Utilities.MatrixOfConstraints{
+            Float64,
+            MOI.Utilities.MutableSparseMatrixCSC{
+                Float64,
+                Int,
+                MOI.Utilities.OneBasedIndexing,
+            },
+            _SetConstants{Float64},
+            PowerSets{Float64},
+        },
+    }()
+    index_map = MOI.copy_to(cache, model)
+    ci = index_map[p_ref]
+    change = MOI.VectorConstantChange([4.0, 5.0, 6.0])
+    @test_throws(
+        MOI.ModifyConstraintNotAllowed(ci, change),
+        MOI.modify(cache, ci, change),
+    )
+    return
+end
+
 end
 
 TestMatrixOfConstraints.runtests()