a variable dc power supply with V and I vary independently
Normally the load will determine the current drawn from the power supply.  If the load is a simple resistance, the relation between supply voltage, current, and load resistance is determined by Ohm's Law: V = I x R (voltage = current times resistance), so you can't control both voltage and current. 

With some loads, like switch-mode power supplies and electric motors, current may not increase with increasing voltage, as Ohm's Law would require, but you still can't set voltage and current independently.

Many bench power supplies do have both current and voltage adjustments, but these are used to set the maximum voltage and current you want the supply to deliver.  The actual current will still be determined by the load.  If the load demands more current than the supply is set to deliver, the supply will reduce the voltage in an attempt to keep the current at or below the set value.