Add support for two-set add_constrained_variable

src/MOI_wrapper.jl

@@ -803,6 +803,39 @@ function MOI.add_constrained_variable(
     return index, MOI.ConstraintIndex{MOI.VariableIndex,S}(index.value)
 end
 
+function MOI.supports_add_constrained_variable(
+    ::Optimizer,
+    ::Type{MOI.GreaterThan{Float64}},
+    ::Type{MOI.LessThan{Float64}},
+)
+    return true
+end
+
+function MOI.add_constrained_variable(
+    model::Optimizer,
+    set_gt::MOI.GreaterThan{Float64},
+    set_lt::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_gt.lower, set_lt.upper
+    ret = Highs_addCol(model, 0.0, l, u, 0, C_NULL, C_NULL)
+    _check_ret(ret)
+    _update_info(info, set_gt)
+    _update_info(info, set_lt)
+    c_gt = MOI.ConstraintIndex{MOI.VariableIndex,(typeof(set_gt))}(index.value)
+    c_lt = MOI.ConstraintIndex{MOI.VariableIndex,(typeof(set_lt))}(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