AddSlackVariables: Improve performance

src/Cuts/tableau/transform.jl

@@ -96,15 +96,19 @@ Base.@kwdef mutable struct AddSlackVariables <: Transform
 end
 
 function forward!(t::AddSlackVariables, data::ProblemData)
+    @timeit "Identify constraint type" begin
         nrows, ncols = size(data.constr_lhs)
         isequality = abs.(data.constr_ub .- data.constr_lb) .< 1e-6
         eq = [i for i = 1:nrows if isequality[i]]
         ge = [i for i = 1:nrows if isfinite(data.constr_lb[i]) && !isequality[i]]
         le = [i for i = 1:nrows if isfinite(data.constr_ub[i]) && !isequality[i]]
         EQ, GE, LE = length(eq), length(ge), length(le)
+    end
+    @timeit "Identify slack type" begin
+        constr_lhs_t = sparse(data.constr_lhs')
         function is_integral(row_idx, rhs)
             rhs_is_integer = abs(rhs - round(rhs)) <= 1e-6
-        cols, coeffs = findnz(data.constr_lhs[row_idx, :])[1:2]
+            cols, coeffs = findnz(constr_lhs_t[:, row_idx])[1:2]
             vars_are_integer = all(j -> data.var_types[j] ∈ ['I', 'B'], cols)
             coeffs_are_integer = all(v -> abs(v - round(v)) <= 1e-6, coeffs)
             return rhs_is_integer && vars_are_integer && coeffs_are_integer
@@ -113,28 +117,37 @@ function forward!(t::AddSlackVariables, data::ProblemData)
             [is_integral(ge[i], data.constr_lb[ge[i]]) ? 'I' : 'C' for i = 1:GE];
             [is_integral(le[i], data.constr_ub[le[i]]) ? 'I' : 'C' for i = 1:LE]
         ]
+    end
+    @timeit "Build M1" begin
         t.M1 = [
             I spzeros(ncols, GE + LE)
             data.constr_lhs[ge, :] spzeros(GE, GE + LE)
             -data.constr_lhs[le, :] spzeros(LE, GE + LE)
         ]
+    end
+    @timeit "Build M2" begin
         t.M2 = [
             zeros(ncols)
             data.constr_lb[ge]
             -data.constr_ub[le]
         ]
+    end
+    @timeit "Build t.lhs, t.rhs" begin
         t.ncols_orig = ncols
         t.GE, t.LE = GE, LE
         t.lhs_ge = data.constr_lhs[ge, :]
         t.lhs_le = data.constr_lhs[le, :]
         t.rhs_ge = data.constr_lb[ge]
         t.rhs_le = data.constr_ub[le]
-
+    end
+    @timeit "Build data.constr_lhs" begin
         data.constr_lhs = [
             data.constr_lhs[eq, :] spzeros(EQ, GE) spzeros(EQ, LE)
             data.constr_lhs[ge, :] -I spzeros(GE, LE)
             data.constr_lhs[le, :] spzeros(LE, GE) I
         ]
+    end
+    @timeit "Build other data fields" begin
         data.obj = [data.obj; zeros(GE + LE)]
         data.var_lb = [data.var_lb; zeros(GE + LE)]
         data.var_ub = [data.var_ub; [Inf for _ = 1:(GE+LE)]]
@@ -146,6 +159,7 @@ function forward!(t::AddSlackVariables, data::ProblemData)
             data.constr_ub[le]
         ]
         data.constr_ub = copy(data.constr_lb)
+    end
 end
 
 function backwards!(t::AddSlackVariables, c::ConstraintSet)