Add support for two-set add_constrained_variable (#248)

Project.toml

@@ -10,7 +10,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
 HiGHS_jll = "=1.5.1, =1.5.3, =1.6.0, =1.7.0, =1.7.1, =1.7.2, =1.8.0"
-MathOptInterface = "1.21"
+MathOptInterface = "1.34"
 PrecompileTools = "1"
 SparseArrays = "1.6"
 Test = "1.6"

src/HiGHS.jl

@@ -52,6 +52,9 @@ PrecompileTools.@setup_workload begin
             MOI.add_constrained_variable(model, MOI.EqualTo(0.0))
             MOI.add_constrained_variable(model, MOI.Integer())
             MOI.add_constrained_variable(model, MOI.ZeroOne())
+            set = (MOI.GreaterThan(0.0), MOI.LessThan(0.0))
+            MOI.supports_add_constrained_variable(model, typeof(set))
+            MOI.add_constrained_variable(model, set)
             f = 1.0 * x[1] + x[2] + x[3]
             c1 = MOI.add_constraint(model, f, MOI.GreaterThan(0.0))
             MOI.set(model, MOI.ConstraintName(), c1, "c1")

src/MOI_wrapper.jl

@@ -803,6 +803,37 @@ function MOI.add_constrained_variable(
     return index, MOI.ConstraintIndex{MOI.VariableIndex,S}(index.value)
 end
 
+function MOI.supports_add_constrained_variable(
+    ::Optimizer,
+    ::Type{Tuple{MOI.GreaterThan{Float64},MOI.LessThan{Float64}}},
+)
+    return true
+end
+
+function MOI.add_constrained_variable(
+    model::Optimizer,
+    set::Tuple{MOI.GreaterThan{Float64},MOI.LessThan{Float64}},
+)
+    # Initialize `_VariableInfo` with a dummy `VariableIndex` and a column,
+    # because we need `add_item` to tell us what the `VariableIndex` is.
+    index = CleverDicts.add_item(
+        model.variable_info,
+        _VariableInfo(MOI.VariableIndex(0), HighsInt(0)),
+    )
+    info = _info(model, index)
+    # Now, set `.index` and `.column`.
+    info.index = index
+    info.column = HighsInt(length(model.variable_info) - 1)
+    l, u = set[1].lower, set[2].upper
+    ret = Highs_addCol(model, 0.0, l, u, 0, C_NULL, C_NULL)
+    _check_ret(ret)
+    _update_info(info, set[1])
+    _update_info(info, set[2])
+    c_gt = MOI.ConstraintIndex{MOI.VariableIndex,(typeof(set[1]))}(index.value)
+    c_lt = MOI.ConstraintIndex{MOI.VariableIndex,(typeof(set[2]))}(index.value)
+    return index, (c_gt, c_lt)
+end
+
 function MOI.is_valid(model::Optimizer, v::MOI.VariableIndex)
     return haskey(model.variable_info, v)
 end

test/MOI_wrapper.jl

@@ -956,6 +956,21 @@ function test_active_bound()
     return
 end
 
+function test_add_constrained_variable_tuple()
+    F = MOI.VariableIndex
+    model = HiGHS.Optimizer()
+    set = (MOI.GreaterThan(0.0), MOI.LessThan(1.0))
+    @test MOI.supports_add_constrained_variable(model, typeof(set))
+    x, (c_l, c_u) = MOI.add_constrained_variable(model, set)
+    @test c_l == MOI.ConstraintIndex{F,MOI.GreaterThan{Float64}}(x.value)
+    @test c_u == MOI.ConstraintIndex{F,MOI.LessThan{Float64}}(x.value)
+    @test MOI.get(model, MOI.ConstraintFunction(), c_l) == x
+    @test MOI.get(model, MOI.ConstraintSet(), c_l) == set[1]
+    @test MOI.get(model, MOI.ConstraintFunction(), c_u) == x
+    @test MOI.get(model, MOI.ConstraintSet(), c_u) == set[2]
+    return
+end
+
 end  # module
 
 TestMOIHighs.runtests()