Add set_variable_bounds

Author: metab0t

docs/source/changelog.md

@@ -1,5 +1,8 @@
 # Changelog
 
+## Unreleased
+- Add `model.set_variable_bounds(variable, lb, ub)` to make it easier to change variable bounds
+
 ## 0.2.8
 - Fix bugs in HiGHS and MOSEK when the quadratic objective function contains nondiagonal terms
 

docs/source/common_model_interface.md

@@ -93,6 +93,17 @@ query whether a variable is active
 :rtype: bool
 ```
 
+### Modify the bounds of variable
+
+```{py:function} model.set_variable_bounds(var, lb, ub)
+
+set the lower and upper bounds of a variable
+
+:param var: the handle of the variable
+:param float lb: the new lower bound value
+:param float ub: the new upper bound value
+```
+
 ## Expression
 
 ### Get the value of an expression (including variable)

docs/source/variable.md

@@ -47,6 +47,13 @@ model.set_variable_attribute(x, poi.VariableAttribute.PrimalStart, 0.5)
 x_value = model.get_variable_attribute(x, poi.VariableAttribute.Value)
 ```
 
+The most common operation is to set the bounds of the variable. We can use the [`set_variable_bounds`](#model.set_variable_bounds) method of the model to set the lower and upper bounds of the variable at the same time:
+
+```python
+x = model.add_variable(name="x")
+model.set_variable_bounds(x, 0.0, 1.0)
+```
+
 ## Delete variable
 We can delete a variable by calling the [`delete_variable`](#model.delete_variable) method of the model:
 

include/pyoptinterface/copt_model.hpp

@@ -172,6 +172,7 @@ class COPTModel
 	bool is_variable_active(const VariableIndex &variable);
 	double get_variable_value(const VariableIndex &variable);
 	std::string pprint_variable(const VariableIndex &variable);
+	void set_variable_bounds(const VariableIndex &variable, double lb, double ub);
 
 	ConstraintIndex add_linear_constraint(const ScalarAffineFunction &function,
 	                                      ConstraintSense sense, CoeffT rhs,

include/pyoptinterface/gurobi_model.hpp

@@ -147,6 +147,7 @@ class GurobiModel
 	bool is_variable_active(const VariableIndex &variable);
 	double get_variable_value(const VariableIndex &variable);
 	std::string pprint_variable(const VariableIndex &variable);
+	void set_variable_bounds(const VariableIndex &variable, double lb, double ub);
 
 	void set_variable_name(const VariableIndex &variable, const char *name);
 	void set_constraint_name(const ConstraintIndex &constraint, const char *name);

include/pyoptinterface/highs_model.hpp

@@ -122,6 +122,7 @@ class POIHighsModel
 	bool is_variable_active(const VariableIndex &variable);
 	double get_variable_value(const VariableIndex &variable);
 	std::string pprint_variable(const VariableIndex &variable);
+	void set_variable_bounds(const VariableIndex &variable, double lb, double ub);
 
 	ConstraintIndex add_linear_constraint(const ScalarAffineFunction &function,
 	                                      ConstraintSense sense, CoeffT rhs,

include/pyoptinterface/mosek_model.hpp

@@ -138,6 +138,7 @@ class MOSEKModel
 	bool is_variable_active(const VariableIndex &variable);
 	double get_variable_value(const VariableIndex &variable);
 	std::string pprint_variable(const VariableIndex &variable);
+	void set_variable_bounds(const VariableIndex &variable, double lb, double ub);
 
 	ConstraintIndex add_linear_constraint(const ScalarAffineFunction &function,
 	                                      ConstraintSense sense, CoeffT rhs,

lib/copt_model.cpp

@@ -259,6 +259,16 @@ std::string COPTModel::pprint_variable(const VariableIndex &variable)
 	return get_variable_name(variable);
 }
 
+void COPTModel::set_variable_bounds(const VariableIndex &variable, double lb, double ub)
+{
+	auto column = _checked_variable_index(variable);
+	int error;
+	error = copt::COPT_SetColLower(m_model.get(), 1, &column, &lb);
+	check_error(error);
+	error = copt::COPT_SetColUpper(m_model.get(), 1, &column, &ub);
+	check_error(error);
+}
+
 ConstraintIndex COPTModel::add_linear_constraint(const ScalarAffineFunction &function,
                                                  ConstraintSense sense, CoeffT rhs,
                                                  const char *name)

lib/copt_model_ext.cpp

@@ -41,6 +41,8 @@ NB_MODULE(copt_model_ext, m)
 	    BIND_F(delete_variables)
 	    BIND_F(is_variable_active)
 	    // clang-format on
+		.def("set_variable_bounds", &COPTModelMixin::set_variable_bounds, nb::arg("variable"),
+	         nb::arg("lb"), nb::arg("ub"))
 
 	    .def("get_value",
 	         nb::overload_cast<const VariableIndex &>(&COPTModelMixin::get_variable_value))

lib/gurobi_model.cpp

@@ -210,6 +210,17 @@ std::string GurobiModel::pprint_variable(const VariableIndex &variable)
 	return get_variable_raw_attribute_string(variable, GRB_STR_ATTR_VARNAME);
 }
 
+void GurobiModel::set_variable_bounds(const VariableIndex &variable, double lb, double ub)
+{
+	auto column = _checked_variable_index(variable);
+	int error;
+	error = gurobi::GRBsetdblattrelement(m_model.get(), GRB_DBL_ATTR_LB, column, lb);
+	check_error(error);
+	error = gurobi::GRBsetdblattrelement(m_model.get(), GRB_DBL_ATTR_UB, column, ub);
+	check_error(error);
+	m_update_flag |= m_attribute_update;
+}
+
 void GurobiModel::set_variable_name(const VariableIndex &variable, const char *name)
 {
 	set_variable_raw_attribute_string(variable, GRB_STR_ATTR_VARNAME, name);