Parametric interface?

[klamike]

Hi there, thanks for the great package! One of my favorite features of MOI is the package https://github.com/jump-dev/ParametricOptInterface.jl which makes using the solvers' modification APIs very natural. It can have huge performance benefit when solving many similar problems.

Does PyOptInterface have a similar feature/is one planned/would a PR be welcome? Of the solvers currently supported I believe only Ipopt has built-in support for parameters, something POI would be needed for the other solvers.

[klamike]

Ah, now I see https://metab0t.github.io/PyOptInterface/constraint.html#modify-constraint and https://metab0t.github.io/PyOptInterface/objective.html#modify-objective-function which suffices for the LP solvers, though not Ipopt.

[metab0t]

#10 (comment)

If you want to modify linear constraints in ipopt, it can be implemented easily.