Fix updating NLPBlock after solve

[odow]

Closes #204

[codecov]

Codecov Report

Merging #236 (1ec7f83) into master (4a439e6) will decrease coverage by 0.02%.
The diff coverage is 66.66%.

@@            Coverage Diff             @@
##           master     #236      +/-   ##
==========================================
- Coverage   71.28%   71.26%   -0.03%     
==========================================
  Files          12       12              
  Lines        1919     1921       +2     
==========================================
+ Hits         1368     1369       +1     
- Misses        551      552       +1     

Impacted Files	Coverage Δ
src/MOI_wrapper/nlp.jl	78.26% <66.66%> (-2.70%)	⬇️

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[odow]

With this PR I get:

julia> using JuMP

julia> using KNITRO

julia> # small test problem
       model = JuMP.Model(
           optimizer_with_attributes(
               KNITRO.Optimizer,
               "honorbnds" => 1,
               ),
       )
##### This license is only intended for use by JuMP-dev team. #####
##### License is valid until Aug 31, 2023 #####
A JuMP Model
Feasibility problem with:
Variables: 0
Model mode: AUTOMATIC
CachingOptimizer state: EMPTY_OPTIMIZER
Solver name: Knitro

julia> @variable(model, 0 <= x[1:5] <= 10)
5-element Vector{VariableRef}:
 x[1]
 x[2]
 x[3]
 x[4]
 x[5]

julia> @constraint(model, sum(x) == 10)
x[1] + x[2] + x[3] + x[4] + x[5] = 10.0

julia> epsilon = @NLparameter(model, epsilon==1)
epsilon == 1.0

julia> @NLconstraint(model, x[1] + exp(x[2]*epsilon) <= 10)
(x[1] + exp(x[2] * epsilon)) - 10.0 ≤ 0

julia> @NLconstraint(model, x[2] + exp(x[3]*epsilon) <= 5)
(x[2] + exp(x[3] * epsilon)) - 5.0 ≤ 0

julia> @objective(model, Max, x[2])
x[2]

julia> # solve with first parameter
       set_value(epsilon, 1e-1) # okay
0.1

julia> optimize!(model)
##### This license is only intended for use by JuMP-dev team. #####
##### License is valid until Aug 31, 2023 #####

=======================================
            Student License
       (NOT FOR COMMERCIAL USE)
         Artelys Knitro 13.1.0
=======================================

No start point provided -- Knitro computing one.

Knitro presolve eliminated 0 variables and 0 constraints.

datacheck:               0
hessian_no_f:            1
honorbnds:               1
numthreads:              1

Problem Characteristics                                 (   Presolved)
-----------------------
Objective goal:  Maximize
Objective type:  linear
Number of variables:                                  5 (           5)
    bounded below only:                               0 (           0)
    bounded above only:                               0 (           0)
    bounded below and above:                          5 (           5)
    fixed:                                            0 (           0)
    free:                                             0 (           0)
Number of constraints:                                3 (           3)
    linear equalities:                                1 (           1)
    quadratic equalities:                             0 (           0)
    gen. nonlinear equalities:                        0 (           0)
    linear one-sided inequalities:                    0 (           0)
    quadratic one-sided inequalities:                 0 (           0)
    gen. nonlinear one-sided inequalities:            2 (           2)
    linear two-sided inequalities:                    0 (           0)
    quadratic two-sided inequalities:                 0 (           0)
    gen. nonlinear two-sided inequalities:            0 (           0)
Number of nonzeros in Jacobian:                       9 (           9)
Number of nonzeros in Hessian:                        2 (           2)

Knitro using the Interior-Point/Barrier Direct algorithm.

  Iter      Objective      FeasError   OptError    ||Step||    CGits 
--------  --------------  ----------  ----------  ----------  -------
       0    4.628316e+00   1.321e+01
       4    4.000000e+00   3.907e-08   3.907e-08   1.267e-03        0

EXIT: Locally optimal solution found.

Final Statistics
----------------
Final objective value               =   4.00000001980378e+00
Final feasibility error (abs / rel) =   3.91e-08 / 2.96e-09
Final optimality error  (abs / rel) =   3.91e-08 / 3.91e-08
# of iterations                     =          4 
# of CG iterations                  =          0 
# of function evaluations           =          6
# of gradient evaluations           =          6
# of Hessian evaluations            =          4
Total program time (secs)           =       1.57684 (     1.574 CPU time)
Time spent in evaluations (secs)    =       0.82033

===============================================================================


julia> # solve with second parameter
       set_value(epsilon, 1e-2) # error :(
0.01

julia> optimize!(model)
##### This license is only intended for use by JuMP-dev team. #####
##### License is valid until Aug 31, 2023 #####
##### This license is only intended for use by JuMP-dev team. #####
##### License is valid until Aug 31, 2023 #####

=======================================
            Student License
       (NOT FOR COMMERCIAL USE)
         Artelys Knitro 13.1.0
=======================================

No start point provided -- Knitro computing one.

Knitro presolve eliminated 0 variables and 0 constraints.

datacheck:               0
hessian_no_f:            1
honorbnds:               1
numthreads:              1

Problem Characteristics                                 (   Presolved)
-----------------------
Objective goal:  Maximize
Objective type:  linear
Number of variables:                                  5 (           5)
    bounded below only:                               0 (           0)
    bounded above only:                               0 (           0)
    bounded below and above:                          5 (           5)
    fixed:                                            0 (           0)
    free:                                             0 (           0)
Number of constraints:                                3 (           3)
    linear equalities:                                1 (           1)
    quadratic equalities:                             0 (           0)
    gen. nonlinear equalities:                        0 (           0)
    linear one-sided inequalities:                    0 (           0)
    quadratic one-sided inequalities:                 0 (           0)
    gen. nonlinear one-sided inequalities:            2 (           2)
    linear two-sided inequalities:                    0 (           0)
    quadratic two-sided inequalities:                 0 (           0)
    gen. nonlinear two-sided inequalities:            0 (           0)
Number of nonzeros in Jacobian:                       9 (           9)
Number of nonzeros in Hessian:                        2 (           2)

Knitro using the Interior-Point/Barrier Direct algorithm.

  Iter      Objective      FeasError   OptError    ||Step||    CGits 
--------  --------------  ----------  ----------  ----------  -------
       0    4.628316e+00   1.321e+01
       4    4.000000e+00   2.217e-09   2.217e-09   4.859e-03        0

EXIT: Locally optimal solution found.

Final Statistics
----------------
Final objective value               =   4.00000000054325e+00
Final feasibility error (abs / rel) =   2.22e-09 / 1.68e-10
Final optimality error  (abs / rel) =   2.22e-09 / 2.22e-09
# of iterations                     =          4 
# of CG iterations                  =          0 
# of function evaluations           =          6
# of gradient evaluations           =          6
# of Hessian evaluations            =          4
Total program time (secs)           =       0.00249 (     0.002 CPU time)
Time spent in evaluations (secs)    =       0.00009

===============================================================================