compute_tableau: Reduce memory requirements

src/Cuts/tableau/gmi_dual.jl

@@ -377,7 +377,7 @@ function collect_gmi_FisSal2011(
         assert_eq(data_s.constr_lhs * sol_opt_s, data_s.constr_lb)
     end
 
-    @info "Standard form model has $(length(data.var_lb)) vars, $(length(data.constr_lb)) constrs"
+    @info "Standard form model has $(length(data_s.var_lb)) vars, $(length(data_s.constr_lb)) constrs"
 
     for round = 1:max_rounds
         log_prefix = ' '

src/Cuts/tableau/tableau.jl

@@ -74,11 +74,20 @@ function compute_tableau(
     end
 
     @timeit "Compute tableau" begin
-        @timeit "Initialize" begin
+        @timeit "Initialize sparse arrays" begin
             tableau_rhs = zeros(length(rows))
-            tableau_lhs = zeros(length(rows), ncols)
+            tableau_lhs_I = Int[]
+            tableau_lhs_J = Int[]
+            tableau_lhs_V = Float64[]
+
+            # Heuristic: 5% sparsity
+            estimated_nnz = max(div(length(rows) * ncols, 20), length(rows))
+            sizehint!(tableau_lhs_I, estimated_nnz)
+            sizehint!(tableau_lhs_J, estimated_nnz)
+            sizehint!(tableau_lhs_V, estimated_nnz)
         end
-        for k in eachindex(1:length(rows))
+        
+        for k in eachindex(rows)
             @timeit "Prepare inputs" begin
                 i = rows[k]
                 e = zeros(nrows)
@@ -87,14 +96,23 @@ function compute_tableau(
             @timeit "Solve" begin
                 sol = factor \ e
             end
-            @timeit "Multiply" begin
-                tableau_lhs[k, :] = sol' * data.constr_lhs
+            @timeit "Compute row" begin
+                tableau_row = sol' * data.constr_lhs
                 tableau_rhs[k] = sol' * data.constr_ub
             end
+            @timeit "Collect nonzeros" begin
+                for j in 1:ncols
+                    val = tableau_row[j]
+                    if abs(val) > tol
+                        push!(tableau_lhs_I, k)
+                        push!(tableau_lhs_J, j)
+                        push!(tableau_lhs_V, val)
                     end
-        @timeit "Sparsify" begin
-            tableau_lhs[abs.(tableau_lhs) .<= tol] .= 0
-            tableau_lhs = sparse(tableau_lhs)
+                end
+            end
+        end
+        @timeit "Build sparse matrix" begin
+            tableau_lhs = sparse(tableau_lhs_I, tableau_lhs_J, tableau_lhs_V, length(rows), ncols)
         end
     end