CVXPYBackend: Implement remove_constraint[s] methods

src/sage/numerical/backends/cvxpy_backend.pyx

@@ -338,6 +338,9 @@ cdef class CVXPYBackend:
             sage: p.row_name(1)
             'constraint_1'
         """
+        if not isinstance(coefficients, (list, tuple)):
+            # may be generator
+            coefficients = list(coefficients)
         last = len(self.Matrix)
         self.Matrix.append([])
         for i in range(len(self.objective_coefficients)):
@@ -932,3 +935,76 @@ cdef class CVXPYBackend:
             self.col_lower_bound[index] = value
         else:
             return self.col_lower_bound[index]
+
+    cpdef remove_constraint(self, int index):
+        """
+        Remove a linear constraint by index.
+
+        INPUT:
+
+        - ``index`` -- integer. The index of the constraint to remove.
+
+        EXAMPLES::
+
+            sage: from sage.numerical.backends.generic_backend import get_solver
+            sage: p = get_solver(solver="CVXPY")
+            sage: p.add_variables(5)
+            4
+            sage: row_index = p.nrows(); row_index
+            5
+            sage: p.add_linear_constraint(zip(range(5), range(5)), 2, 2)
+            sage: p.nrows() - row_index
+            1
+            sage: p.add_linear_constraint(zip(range(5), range(5)), 1, 1, name='foo')
+            sage: p.nrows() - row_index
+            2
+            sage: p.remove_constraint(row_index)
+            sage: p.nrows() - row_index
+            1
+            sage: p.row_name(row_index)
+            'foo'
+            sage: p.row_bounds(row_index)
+            (1, 1)
+            sage: p.cvxpy_problem().constraints[row_index:]
+            [Equality(Expression(AFFINE, UNKNOWN, ()), Constant(CONSTANT, NONNEGATIVE, ()))]
+        """
+        self.remove_constraints([index])
+
+    cpdef remove_constraints(self, indices):
+        r"""
+        Remove several constraints.
+
+        INPUT:
+
+        - ``indices`` -- iterable of integers. The indices of the constraints to remove,
+          in arbitrary order.
+
+        EXAMPLES::
+
+            sage: from sage.numerical.backends.generic_backend import get_solver
+            sage: p = get_solver(solver="CVXPY")
+            sage: p.add_variables(5)
+            4
+            sage: row_index = p.nrows(); row_index
+            5
+            sage: for i in range(3):
+            ....:     p.add_linear_constraint(zip(range(5), range(5)), None, 5)
+            sage: p.add_linear_constraint(zip(range(5), range(5)), 1, 1, name='foo')
+            sage: p.cvxpy_problem().constraints[row_index:]
+            [Inequality(Expression(AFFINE, UNKNOWN, ())),
+             Inequality(Expression(AFFINE, UNKNOWN, ())),
+             Inequality(Expression(AFFINE, UNKNOWN, ())),
+             Equality(Expression(AFFINE, UNKNOWN, ()), Constant(CONSTANT, NONNEGATIVE, ()))]
+            sage: p.remove_constraints(range(row_index, row_index + 3))
+            sage: p.cvxpy_problem().constraints[row_index:]
+            [Equality(Expression(AFFINE, UNKNOWN, ()), Constant(CONSTANT, NONNEGATIVE, ()))]
+        """
+        indices = sorted(indices)
+        constraints = list(self.problem.constraints)
+        for index in reversed(indices):
+            del self.Matrix[index]
+            del self.row_lower_bound[index]
+            del self.row_upper_bound[index]
+            del self.constraint_names[index]
+            del constraints[index]
+        self.problem = cvxpy.Problem(self.problem.objective, constraints)