[Utilities] add support for VariableIndex in ModelFilter

src/Test/test_model.jl

@@ -1158,6 +1158,42 @@ function test_model_ModelFilter_ListOfConstraintIndices(
     return
 end
 
+"""
+    test_model_ModelFilter_ListOfVariableIndices(
+        src::MOI.ModelLike,
+        ::Config{T},
+    ) where {T}
+
+Tests `Utilities.ModelFilter` of `ListOfVariableIndices`.
+"""
+function test_model_ModelFilter_ListOfVariableIndices(
+    src::MOI.ModelLike,
+    ::Config{T},
+) where {T}
+    F, S = MOI.VariableIndex, MOI.GreaterThan{T}
+    @requires MOI.supports_constraint(src, F, S)
+    src = MOI.Utilities.Model{Float64}()
+    x = MOI.add_variables(src, 4)
+    MOI.add_constraint.(src, x, MOI.GreaterThan(T(0)))
+    dest = MOI.Utilities.Model{T}()
+    index_map = MOI.copy_to(dest, MOI.Utilities.ModelFilter(src) do item
+        if item isa MOI.VariableIndex
+            return isodd(item.value)
+        elseif item isa MOI.ConstraintIndex{MOI.VariableIndex}
+            return isodd(item.value)
+        end
+        return true
+    end)
+    @test MOI.get(dest, MOI.NumberOfVariables()) == 2
+    @test MOI.get(dest, MOI.NumberOfConstraints{F,S}()) == 2
+    for xi in x
+        @test haskey(index_map, xi) == isodd(xi.value)
+        ci = MOI.ConstraintIndex{F,S}(xi.value)
+        @test haskey(index_map, ci) == isodd(ci.value)
+    end
+    return
+end
+
 """
     test_model_ModelFilter_ListOfConstraintTypesPresent(
         src::MOI.ModelLike,

src/Utilities/copy.jl

@@ -524,6 +524,8 @@
    * `MOI.ListOfConstraintTypesPresent`
  * Individual constraints via:
    * `MOI.ListOfConstraintIndices{F,S}`
+ * Individual variables via:
+   * `MOI.ListOfVariableIndices`
  * Specific attributes via:
    * `MOI.ListOfModelAttributesSet`
    * `MOI.ListOfConstraintAttributesSet`
@@ -574,6 +576,20 @@
 filtered_src = MOI.Utilities.ModelFilter(my_filter, src)
 MOI.copy_to(dest, filtered_src)
 ```
+
+## Example: copy model excluding some variables
+
+!!! warning
+    If exclude a variable, you must also exclude any constraints and attributes
+    which include the variable. It may be simpler in practice to copy the full
+    model and then delete variables from the copied model.
+
+```julia
+my_filter(::Any) = true  # Note the generic fallback!
+my_filter(x::MOI.VariableIndex) = isodd(x.value)
+filtered_src = MOI.Utilities.ModelFilter(my_filter, src)
+MOI.copy_to(dest, filtered_src)
+```
 """
 struct ModelFilter{T,F} <: MOI.ModelLike
     inner::T
@@ -591,6 +607,7 @@
         MOI.ListOfConstraintTypesPresent,
         MOI.ListOfModelAttributesSet,
         MOI.ListOfVariableAttributesSet,
+        MOI.ListOfVariableIndices,
     },
 )
     return filter(model.filter, MOI.get(model.inner, attr))
@@ -601,13 +618,17 @@
 end
 
 # !!! warning
-#     Slow implementations, but we need to report the number of constraints in
-#     the filtered model, not in the `.inner`.
+#     Slow implementations, but we need to report the number of constraints and
+#     variables in the filtered model, not in the `.inner`.
 
 function MOI.get(model::ModelFilter, ::MOI.NumberOfConstraints{F,S}) where {F,S}
     return length(MOI.get(model, MOI.ListOfConstraintIndices{F,S}()))
 end
 
+function MOI.get(model::ModelFilter, ::MOI.NumberOfVariables)
+    return length(MOI.get(model, MOI.ListOfVariableIndices()))
+end
+
 # These just forward the attributes into the inner model.
 
 function MOI.get(