clean up preprocessing and add functions for modifying c, b, h

examples/JuMP_utils.jl

@@ -184,8 +184,8 @@ function solve_check(
             Hypatia.rescale_affine(cone, z_k)
         end
         if Hypatia.needs_permute(cone)
-            Hypatia.permute_affine(cone, s_k)
-            Hypatia.permute_affine(cone, z_k)
+            s_k = Hypatia.permute_affine(cone, s_k)
+            z_k = Hypatia.permute_affine(cone, z_k)
         end
         append!(s, s_k)
         append!(z, z_k)

src/MathOptInterface/cones.jl

@@ -83,8 +83,8 @@ end
 needs_permute(cone::SpecNucCone) = needs_untransform(cone)
 
 function permute_affine(cone::SpecNucCone, vals::AbstractVector{T}) where {T}
-    @views vals[2:end] = reshape(vals[2:end], cone.row_dim, cone.column_dim)'
-    return vals
+    w_vals = reshape(vals[2:end], cone.row_dim, cone.column_dim)'
+    return vcat(vals[1], vec(w_vals))
 end
 
 function permute_affine(cone::SpecNucCone, func::VAF{T}) where {T}

src/MathOptInterface/wrapper.jl

@@ -212,6 +212,62 @@ end
 
 MOI.optimize!(opt::Optimizer) = Solvers.solve(opt.solver)
 
+function MOI.modify(
+    opt::Optimizer{T},
+    ::MOI.ObjectiveFunction{SAF{T}},
+    chg::MOI.ScalarConstantChange{T},
+    ) where {T}
+    obj_offset = chg.new_constant
+    if opt.obj_sense == MOI.MAX_SENSE
+        obj_offset = -obj_offset
+    end
+    Solvers.modify_obj_offset(opt.solver, obj_offset)
+    return
+end
+
+function MOI.modify(
+    opt::Optimizer{T},
+    ::MOI.ObjectiveFunction{SAF{T}},
+    chg::MOI.ScalarCoefficientChange{T},
+    ) where {T}
+    new_c = chg.new_coefficient
+    if opt.obj_sense == MOI.MAX_SENSE
+        new_c = -new_c
+    end
+    Solvers.modify_c(opt.solver, [chg.variable.value], [new_c])
+    return
+end
+
+function MOI.modify(
+    opt::Optimizer{T},
+    ci::MOI.ConstraintIndex{VAF{T}, MOI.Zeros},
+    chg::MOI.VectorConstantChange{T},
+    ) where {T}
+    idxs = opt.zeros_idxs[ci.value]
+    Solvers.modify_b(opt.solver, idxs, chg.new_constant)
+    return
+end
+
+function MOI.modify(
+    opt::Optimizer{T},
+    ci::MOI.ConstraintIndex{VAF{T}, <:SupportedCone{T}},
+    chg::MOI.VectorConstantChange{T},
+    ) where {T}
+    i = ci.value
+    idxs = opt.moi_cone_idxs[i]
+    set = opt.moi_cones[i]
+    new_h = chg.new_constant
+    if needs_permute(set)
+        @assert !needs_rescale(set)
+        new_h = permute_affine(set, new_h)
+    end
+    if needs_rescale(set)
+        rescale_affine(set, new_h)
+    end
+    Solvers.modify_h(opt.solver, idxs, new_h)
+    return
+end
+
 function MOI.get(opt::Optimizer, ::MOI.TerminationStatus)
     status = opt.solver.status
     if status in (Solvers.NotLoaded, Solvers.Loaded)