Clearer error message with constrained variables in VectorOfVariables

src/Utilities/functions.jl

@@ -543,6 +543,36 @@ function substitute_variables(
     return MOI.ScalarNonlinearFunction(f.head, new_args)
 end
 
+function substitute_variables(
+    variable_map::F,
+    f::MOI.VectorOfVariables,
+) where {F<:Function}
+    variables = MOI.VariableIndex[]
+    for (i, x) in enumerate(f.variables)
+        y = variable_map(x)
+        try
+            push!(variables, convert(MOI.VariableIndex, y))
+        catch err
+            @assert err isa InexactError
+            error(
+                """
+                Cannot substitute variables in the `VectorOfVariables` \
+                function because the result is not representable as a \
+                `VectorOfVariables` function.
+
+                The variable `$x` in index `$i` is mapped to the expression \
+                `$y`, not directly to another `VariableIndex`.
+
+                Note that 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,
     f::MOI.VectorAffineFunction{T},

test/Utilities/test_functions.jl

@@ -332,6 +332,32 @@ function test_substitute_variables()
     return
 end
 
+function test_substitute_variables_vector_of_variables()
+    w, x, y, z = MOI.VariableIndex.(1:4)
+    f1 = MOI.VectorOfVariables([w, x])
+    f2 = MOI.VectorOfVariables([y, z])
+    v_map = Dict(w => y, x => z)
+    @test MOI.Utilities.substitute_variables(v -> v_map[v], f1) == f2
+    @test_throws(
+        ErrorException(
+            """
+            Cannot substitute variables in the `VectorOfVariables` function \
+            because the result is not representable as a `VectorOfVariables` \
+            function.
+
+            The variable `$w` in index `1` is mapped to the expression \
+            `$(2.0 * w)`, not directly to another `VariableIndex`.
+
+            Note that 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.
+            """,
+        ),
+        MOI.Utilities.substitute_variables(vi -> 2.0 * vi, f1),
+    )
+    return
+end
+
 function test_substitute_variables_vector_nonlinear_function()
     model = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
     x = MOI.add_variable(model)