[KNITRO] Add support for set objective coeff

include/pyoptinterface/knitro_model.hpp

@@ -56,6 +56,7 @@
 	B(KN_add_obj_quadratic_struct);     \
 	B(KN_del_obj_quadratic_struct);     \
 	B(KN_del_obj_quadratic_struct_all); \
+	B(KN_chg_obj_linear_term);          \
 	B(KN_add_con_constant);             \
 	B(KN_add_con_linear_struct);        \
 	B(KN_add_con_linear_term);          \
@@ -400,6 +401,7 @@ class KNITROModel : public OnesideLinearConstraintMixin<KNITROModel>,
 	double get_obj_value() const;
 	void set_obj_sense(ObjectiveSense sense);
 	ObjectiveSense get_obj_sense() const;
+	void set_objective_coefficient(const VariableIndex &variable, double coefficient);
 
 	// Solve functions
 	void optimize();

lib/knitro_model.cpp

@@ -646,6 +646,17 @@ void KNITROModel::set_objective(const ExprBuilder &expr, ObjectiveSense sense)
 	}
 }
 
+void KNITROModel::set_objective_coefficient(const VariableIndex &variable, double coefficient)
+{
+	KNINT indexVar = _variable_index(variable);
+	// NOTE: To make sure the coefficient is updated correctly,
+	// we need to call KN_update before changing the linear term
+	_update();
+	int error = knitro::KN_chg_obj_linear_term(m_kc.get(), indexVar, coefficient);
+	_check_error(error);
+	m_is_dirty = true;
+}
+
 void KNITROModel::add_single_nl_objective(ExpressionGraph &graph, const ExpressionHandle &result)
 {
 	_add_graph(graph);

lib/knitro_model_ext.cpp

@@ -154,6 +154,8 @@ NB_MODULE(knitro_model_ext, m)
 	         nb::arg("expr"), nb::arg("sense") = ObjectiveSense::Minimize)
 	    .def("_add_single_nl_objective", &KNITROModel::add_single_nl_objective, nb::arg("graph"),
 	         nb::arg("result"))
+		.def("set_objective_coefficient", &KNITROModel::set_objective_coefficient, nb::arg("variable"),
+			 nb::arg("coefficient"))
 
 	    // clang-format off
 		BIND_F(get_obj_value)

tests/test_update.py

@@ -37,3 +37,12 @@ def test_update(model_interface):
 
     assert model.get_value(x[0]) == approx(2.0)
     assert model.get_value(x[2]) == approx(1.0)
+
+    model.set_variable_attribute(x[0], poi.VariableAttribute.LowerBound, 1.5)
+    model.set_variable_attribute(x[2], poi.VariableAttribute.LowerBound, 0.5)
+    model.set_objective_coefficient(x[0], -2.0)
+    model.set_obj_sense(poi.ObjectiveSense.Maximize)
+    model.optimize()
+
+    assert model.get_value(x[0]) == approx(1.5)
+    assert model.get_value(x[2]) == approx(0.75)