highs: support changing columns

Author: rschwarz

mip/highs.py

@@ -109,6 +109,9 @@
 HighsInt Highs_changeColBounds(
     void* highs, const HighsInt col, const double lower, const double upper
 );
+HighsInt Highs_changeCoeff(
+    void* highs, const HighsInt row, const HighsInt col, const double value
+);
 HighsInt Highs_getRowsByRange(
     const void* highs, const HighsInt from_row, const HighsInt to_row,
     HighsInt* num_row, double* lower, double* upper, HighsInt* num_nz,
@@ -260,6 +263,23 @@ def _set_bool_option_value(self: "SolverHighs", name: str, value: float):
             self._lib.Highs_setBoolOptionValue(self._model, name.encode("UTF-8"), value)
         )
 
+    def _change_coef(self: "SolverHighs", row: int, col: int, value: float):
+        "Overwrite a single coefficient in the matrix."
+        check(self._lib.Highs_changeCoeff(self._model, row, col, value))
+
+    def _set_column(self: "SolverHighs", col: int, column: "mip.Column"):
+        "Overwrite coefficients of one column."
+        # We also have to set to 0 all coefficients of the old column, so we
+        # fetch that first.
+        var = self.model.vars[col]
+        old_column = self.var_get_column(var)
+        coeffs = {cons.idx: 0.0 for cons in old_column.constrs}
+        coeffs.update(
+            {cons.idx: coef for cons, coef in zip(column.constrs, column.coeffs)}
+        )
+        for row, coef in coeffs.items():
+            self._change_coef(row, col, coef)
+
     def add_var(
         self: "SolverHighs",
         obj: numbers.Real = 0,
@@ -269,7 +289,6 @@ def add_var(
         column: "mip.Column" = None,
         name: str = "",
     ):
-        # TODO: handle column data
         col: int = self.num_cols()
         check(self._lib.Highs_addVar(self._model, lb, ub))
         check(self._lib.Highs_changeColCost(self._model, col, obj))
@@ -280,6 +299,9 @@ def add_var(
                 )
             )
 
+        if column:
+            self._set_column(col, column)
+
         # store name & type
         self._var_name.append(name)
         self._var_col[name] = col
@@ -852,8 +874,7 @@ def var_get_column(self: "SolverHighs", var: "mip.Var") -> "mip.Column":
         )
 
     def var_set_column(self: "SolverHighs", var: "mip.Var", value: "mip.Column"):
-        # TODO
-        raise NotImplementedError()
+        self._set_column(var.idx, value)
 
     def var_get_rc(self: "SolverHighs", var: "mip.Var") -> numbers.Real:
         if self._rc:

test/test_model.py

@@ -679,8 +679,12 @@ def test_setting_variable_attributes(solver):
     y = m.add_var("y", obj=1)
     c = m.add_constr(y <= x, "some_constraint")
     # TODO: Remove Not implemented error when implemented
-    with pytest.raises(NotImplementedError):
-        x.column = Column([c], [-2])  # new column based on constraint (y <= 2*x)
+    column = Column([c], [-2])  # new column based on constraint (y <= 2*x)
+    if solver == HIGHS:
+        x.column = column
+    else:
+        with pytest.raises(NotImplementedError):
+            x.column = column
 
     # Check before optimization
     assert x.lb == -1.0
@@ -693,15 +697,24 @@ def test_setting_variable_attributes(solver):
     if solver == CBC:
         assert x.branch_priority == 0
     # TODO: Check when implemented
-    # column = x.column
-    # assert column.coeffs == [-2]
-    # assert column.constrs == [c]
+    if solver == HIGHS:
+        column = x.column
+        assert column.coeffs == [-2]
+        assert column.constrs == [c]
 
     m.optimize()
 
     # Check that optimization result considered changes correctly
-    assert abs(m.objective_value - 10.0) <= TOL
-    assert abs(x.x - 5) < TOL
+    if solver == HIGHS:
+        # column was changed, so y == 2*x
+        assert abs(m.objective_value - 15.0) <= TOL
+        assert abs(x.x - 5) < TOL
+        assert abs(y.x - 10) < TOL
+    else:
+        # column was not changed, so y == x
+        assert abs(m.objective_value - 10.0) <= TOL
+        assert abs(x.x - 5) < TOL
+        assert abs(y.x - 5) < TOL
 
 
 @pytest.mark.parametrize("solver", SOLVERS)