Specify variable bounds with keyword arguments in @variable

NEWS.md

@@ -4,6 +4,7 @@ JuMP release notes
 Unversioned
 -----------
 
+  * Specify variable lower/upper bounds in ``@variable`` using the ``lowerbound`` and ``upperbound`` keyword arguments.
   * Change name printed for variable using the ``basename`` keyword argument to ``@defVar``.
 
 Version 0.12.2 (March 9, 2016)

doc/refvariable.rst

@@ -77,6 +77,11 @@ Is equivalent to::
         setvalue(x[i], i/2)
     end
 
+For more complicated variable bounds, it may be clearer to specify them using the ``lowerbound`` and ``upperbound`` keyword arguments to ``@variable``::
+
+    @variable(m, x[i=1:3], lowerbound=my_complex_function(i))
+    @variable(m, x[i=1:3], lowerbound=my_complex_function(i), upperbound=another_function(i))
+
 Variables may also be constructed manually, one-by-one::
 
     x = Variable(m::Model, lower::Number, upper::Number, category::Symbol, name::AbstractString)

src/macros.jl

@@ -739,12 +739,16 @@ macro variable(args...)
 
     t = :Cont
     gottype = false
+    haslb = false
+    hasub = false
     # Identify the variable bounds. Five (legal) possibilities are "x >= lb",
     # "x <= ub", "lb <= x <= ub", "x == val", or just plain "x"
     if VERSION < v"0.5.0-dev+3231"
         x = comparison_to_call(x)
     end
     if isexpr(x,:comparison) # two-sided
+        haslb = true
+        hasub = true
         if x.args[2] == :>= || x.args[2] == :≥
             # ub >= x >= lb
             x.args[4] == :>= || x.args[4] == :≥ || error("Invalid variable bounds")
@@ -767,6 +771,7 @@ macro variable(args...)
             var = x.args[2]
             @assert length(x.args) == 3
             lb = esc_nonconstant(x.args[3])
+            haslb = true
             ub = Inf
         elseif x.args[1] == :<= || x.args[1] == :≤
             # x <= ub
@@ -775,13 +780,16 @@ macro variable(args...)
             #     We handle this later in the macro
             @assert length(x.args) == 3
             ub = esc_nonconstant(x.args[3])
+            hasub = true
             lb = -Inf
         elseif x.args[1] == :(==)
             # fixed variable
             var = x.args[2]
             @assert length(x.args) == 3
             lb = esc(x.args[3])
+            haslb = true
             ub = esc(x.args[3])
+            hasub = true
             gottype = true
             t = :Fixed
         else
@@ -808,18 +816,27 @@ macro variable(args...)
     quotvarname = quot(getname(var))
     escvarname  = esc(getname(var))
     for ex in kwargs
-        if ex.args[1] == :start
+        kwarg = ex.args[1]
+        if kwarg == :start
             value = esc(ex.args[2])
-        elseif ex.args[1] == :objective
+        elseif kwarg == :objective
             obj = esc(ex.args[2])
-        elseif ex.args[1] == :inconstraints
+        elseif kwarg == :inconstraints
             inconstraints = esc(ex.args[2])
-        elseif ex.args[1] == :coefficients
+        elseif kwarg == :coefficients
             coefficients = esc(ex.args[2])
-        elseif ex.args[1] == :basename
+        elseif kwarg == :basename
             quotvarname = esc(ex.args[2])
+        elseif kwarg == :lowerbound
+            haslb && error("Cannot specify variable lowerbound twice")
+            lb = esc_nonconstant(ex.args[2])
+            haslb = true
+        elseif kwarg == :upperbound
+            hasub && error("Cannot specify variable upperbound twice")
+            ub = esc_nonconstant(ex.args[2])
+            hasub = true
         else
-            error("in @variable ($var): Unrecognized keyword argument $(ex.args[1])")
+            error("in @variable ($var): Unrecognized keyword argument $kwarg")
         end
     end
 

test/macros.jl

@@ -496,3 +496,20 @@ facts("[macros] No bare symbols in constraint macros") do
     @fact macroexpand(:(@NLconstraint(m, x))).head --> :error
     @fact macroexpand(:(@NLconstraint(m, :foo))).head --> :error
 end
+
+facts("[macros] LB/UB kwargs") do
+    m = Model()
+    @variable(m, a, lowerbound=0)
+    @variable(m, b, lowerbound=0, upperbound=1)
+    @variable(m, c, upperbound=1, lowerbound=0)
+    @variable(m, d, upperbound=1)
+    @variable(m, e >= 0, upperbound=1)
+    @variable(m, f <= 1, lowerbound=0)
+    @fact m.colLower --> [0,0,0,-Inf,0,0]
+    @fact m.colUpper --> [Inf,1,1,1,1,1]
+
+    @fact macroexpand(:(@variable(m, g >= 0, lowerbound=1))).head --> :error
+    @fact macroexpand(:(@variable(m, h <= 1, upperbound=1))).head --> :error
+    @fact macroexpand(:(@variable(m, 0 <= i <= 1, lowerbound=1))).head --> :error
+    @fact macroexpand(:(@variable(m, 0 <= j <= 1, upperbound=1))).head --> :error
+end