Clearer error message with constrained variables in VectorOfVariables

Author: blegat

src/Utilities/functions.jl

@@ -466,6 +466,29 @@ function substitute_variables(
     return substitute_variables.(variable_map, x)
 end
 
+function substitute_variables(
+    variable_map::F,
+    f::MOI.VectorOfVariables,
+) where {F<:Function}
+    variables = MOI.VariableIndex[]
+    for variable in f.variables
+        mapped_variable = variable_map(variable)
+        try
+            push!(variables, convert(MOI.VariableIndex, mapped_variable))
+        catch err
+            @assert err isa InexactError
+            error(
+                "Cannot substitute `VectorOfVariables`: variable `$variable` is mapped " *
+                "to `$mapped_variable`, not directly to another variable. Variables " *
+                "constrained on creation can be used in a `VectorOfVariables` function " *
+                "only when their bridge maps each one directly to another variable, " *
+                "without a transformation.",
+            )
+        end
+    end
+    return MOI.VectorOfVariables(variables)
+end
+
 function substitute_variables(
     variable_map::F,
     term::MOI.ScalarAffineTerm{T},

test/Utilities/test_functions.jl

@@ -329,6 +329,19 @@ function test_substitute_variables()
     int_quad = 3 * y * x
     @test MOI.Utilities.substitute_variables(vi -> true * y, int_quad) ≈
           3 * y * y
+
+    vector_of_variables = MOI.VectorOfVariables([w, x])
+    @test MOI.Utilities.substitute_variables(
+        vi -> Dict(w => y, x => z)[vi],
+        vector_of_variables,
+    ) == MOI.VectorOfVariables([y, z])
+    err = try
+        MOI.Utilities.substitute_variables(vi -> 2.0 * vi, vector_of_variables)
+    catch err
+        err
+    end
+    @test err isa ErrorException
+    @test occursin("Variables constrained on creation", sprint(showerror, err))
     return
 end