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gmi_dual: Accelerate build_expr

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Alinson S. Xavier
2024-06-14 13:56:56 -05:00
parent 70d2ee5883
commit 2f16f04878
1 changed files with 12 additions and 1 deletions
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13
src/Cuts/tableau/gmi_dual.jl
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@@ -348,6 +348,14 @@ end
function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet) function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet)
vars = all_variables(model) vars = all_variables(model)
nrows, ncols = size(cs.lhs) nrows, ncols = size(cs.lhs)
@timeit "Transpose LHS" begin
lhs_t = spzeros(ncols, nrows)
ftranspose!(lhs_t, cs.lhs, x -> x)
lhs_t_rows = rowvals(lhs_t)
lhs_t_vals = nonzeros(lhs_t)
end
constrs = [] constrs = []
gmi_exps = [] gmi_exps = []
for i = 1:nrows for i = 1:nrows
@@ -355,7 +363,10 @@ function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet)
gmi_exp = nothing gmi_exp = nothing
gmi_exp2 = nothing gmi_exp2 = nothing
@timeit "Build expr" begin @timeit "Build expr" begin
expr = @expression(model, sum(cs.lhs[i, j] * vars[j] for j = 1:ncols)) expr = AffExpr()
for k in nzrange(lhs_t, i)
add_to_expression!(expr, lhs_t_vals[k], vars[lhs_t_rows[k]])
end
end end
@timeit "Add constraints" begin @timeit "Add constraints" begin
if isinf(cs.ub[i]) if isinf(cs.ub[i])