Implement scalar coefficient change for MatrixOfConstraints (#2975)

Author: blegat

src/Utilities/matrix_of_constraints.jl

@@ -246,6 +246,23 @@ and [`MOI.VectorConstantChange`](@ref) for [`MatrixOfConstraints`](@ref).
 """
 function modify_constants end
 
+"""
+    modify_coefficients(
+        coefficients,
+        row::Integer,
+        col::Integer,
+        new_coefficient,
+    )::Bool
+
+Modify `coefficients` in-place to store `new_coefficient` at position
+`(row, col)`. Return `true` if the entry existed and was modified, and `false`
+if no entry exists at `(row, col)` in the sparse structure and `new_coefficient` is nonzero.
+
+This function must be implemented to enable
+[`MOI.ScalarCoefficientChange`](@ref) for [`MatrixOfConstraints`](@ref).
+"""
+function modify_coefficients end
+
 ###
 ### Interface for the .sets field
 ###
@@ -698,6 +715,29 @@ function MOI.modify(
     return
 end
 
+function MOI.modify(
+    model::MatrixOfConstraints,
+    ci::MOI.ConstraintIndex,
+    change::MOI.ScalarCoefficientChange,
+)
+    if !modify_coefficients(
+        model.coefficients,
+        rows(model, ci),
+        change.variable.value,
+        change.new_coefficient,
+    )
+        throw(
+            MOI.ModifyConstraintNotAllowed(
+                ci,
+                change,
+                "cannot set a new non-zero coefficient because no entry " *
+                "exists in the sparse matrix of `MatrixOfConstraints`",
+            ),
+        )
+    end
+    return
+end
+
 function modify_constants(
     b::AbstractVector{T},
     row::Integer,

src/Utilities/sparse_matrix.jl

@@ -161,6 +161,22 @@ function load_terms(
     return
 end
 
+function modify_coefficients(
+    A::Union{MutableSparseMatrixCSC{Tv},SparseArrays.SparseMatrixCSC{Tv}},
+    row::Integer,
+    col::Integer,
+    new_coefficient::Tv,
+) where {Tv}
+    idx = _first_in_column(A, row, col)
+    range = SparseArrays.nzrange(A, col)
+    r = _shift(row, OneBasedIndexing(), _indexing(A))
+    if idx <= last(range) && A.rowval[idx] == r
+        A.nzval[idx] = new_coefficient
+        return true
+    end
+    return iszero(new_coefficient)
+end
+
 """
     Base.convert(
         ::Type{SparseMatrixCSC{Tv,Ti}},
@@ -189,6 +205,17 @@ _indexing(A::MutableSparseMatrixCSC) = A.indexing
 
 _indexing(::SparseArrays.SparseMatrixCSC) = OneBasedIndexing()
 
+"""
+    _first_in_column(
+        A::Union{MutableSparseMatrixCSC,SparseArrays.SparseMatrixCSC},
+        row::Integer,
+        col::Integer,
+    )
+
+Return the index of the first non-zero entry in the column `col` that has a row
+index greater than or equal to `row`.
+If no such entry exists, return `last(SparseArrays.nzrange(A, col)) + 1`.
+"""
 function _first_in_column(
     A::Union{MutableSparseMatrixCSC,SparseArrays.SparseMatrixCSC},
     row::Integer,

test/Utilities/test_matrix_of_constraints.jl

@@ -636,6 +636,112 @@ function test_set_types_fallback()
     return
 end
 
+function test_modify_scalar_coefficient_change()
+    model = MOI.Utilities.GenericOptimizer{
+        Int,
+        MOI.Utilities.ObjectiveContainer{Int},
+        MOI.Utilities.VariablesContainer{Int},
+        MOI.Utilities.MatrixOfConstraints{
+            Int,
+            MOI.Utilities.MutableSparseMatrixCSC{
+                Int,
+                Int,
+                MOI.Utilities.OneBasedIndexing,
+            },
+            MOI.Utilities.Hyperrectangle{Int},
+            ScalarSets{Int},
+        },
+    }()
+    x = MOI.add_variable(model)
+    y = MOI.add_variable(model)
+    func = 2x + 3y
+    set = MOI.EqualTo(1)
+    c = MOI.add_constraint(model, func, set)
+    MOI.Utilities.final_touch(model, nothing)
+    f = MOI.get(model, MOI.ConstraintFunction(), c)
+    @test f ≈ 2x + 3y
+    MOI.modify(model, c, MOI.ScalarCoefficientChange(x, 5))
+    f = MOI.get(model, MOI.ConstraintFunction(), c)
+    @test f ≈ 5x + 3y
+    MOI.modify(model, c, MOI.ScalarCoefficientChange(y, 0))
+    f = MOI.get(model, MOI.ConstraintFunction(), c)
+    @test f ≈ 5x + 0y
+    return
+end
+
+function test_modify_scalar_coefficient_change_zero_based()
+    model = MOI.Utilities.GenericOptimizer{
+        Float64,
+        MOI.Utilities.ObjectiveContainer{Float64},
+        MOI.Utilities.VariablesContainer{Float64},
+        MOI.Utilities.MatrixOfConstraints{
+            Float64,
+            MOI.Utilities.MutableSparseMatrixCSC{
+                Float64,
+                Int,
+                MOI.Utilities.ZeroBasedIndexing,
+            },
+            MOI.Utilities.Hyperrectangle{Float64},
+            ScalarSets{Float64},
+        },
+    }()
+    src = MOI.Utilities.Model{Float64}()
+    MOI.Utilities.loadfromstring!(
+        src,
+        """
+variables: x, y
+minobjective: x + y
+c: x + 2.0 * y <= 3.0
+""",
+    )
+    index_map = MOI.copy_to(model, src)
+    c = MOI.get(model, MOI.ConstraintIndex, "c")
+    x = index_map[MOI.get(src, MOI.VariableIndex, "x")]
+    y = index_map[MOI.get(src, MOI.VariableIndex, "y")]
+    f = MOI.get(model, MOI.ConstraintFunction(), c)
+    @test f ≈ 1.0x + 2.0y
+    MOI.modify(model, c, MOI.ScalarCoefficientChange(x, 4.0))
+    f = MOI.get(model, MOI.ConstraintFunction(), c)
+    @test f ≈ 4.0x + 2.0y
+    return
+end
+
+function test_modify_scalar_coefficient_change_no_entry()
+    model = MOI.Utilities.GenericOptimizer{
+        Int,
+        MOI.Utilities.ObjectiveContainer{Int},
+        MOI.Utilities.VariablesContainer{Int},
+        MOI.Utilities.MatrixOfConstraints{
+            Int,
+            MOI.Utilities.MutableSparseMatrixCSC{
+                Int,
+                Int,
+                MOI.Utilities.OneBasedIndexing,
+            },
+            MOI.Utilities.Hyperrectangle{Int},
+            ScalarSets{Int},
+        },
+    }()
+    x = MOI.add_variable(model)
+    y = MOI.add_variable(model)
+    func = 2x
+    set = MOI.EqualTo(1)
+    c = MOI.add_constraint(model, func, set)
+    MOI.Utilities.final_touch(model, nothing)
+    MOI.modify(model, c, MOI.ScalarCoefficientChange(y, 0))
+    change = MOI.ScalarCoefficientChange(y, 3)
+    @test_throws(
+        MOI.ModifyConstraintNotAllowed(
+            c,
+            change,
+            "cannot set a new non-zero coefficient because no entry " *
+            "exists in the sparse matrix of `MatrixOfConstraints`",
+        ),
+        MOI.modify(model, c, change),
+    )
+    return
+end
+
 function test_modify_vectorsets()
     model = _new_VectorSets()
     src = MOI.Utilities.Model{Int}()