collect_gmi_FisSal2011: Accelerate appending unique cuts

src/Cuts/tableau/gmi_dual.jl

@@ -321,8 +321,8 @@ function collect_gmi_FisSal2011(
         gapcl_best_history = CircularBuffer{Float64}(gapcl_best_patience)
         gapcl_curr = 0
         last_print_time = 0
-        multipliers_best = nothing
+        multipliers_best = Float64[]
-        multipliers_curr = nothing
+        multipliers_curr = Float64[]
         obj_best = nothing
         obj_curr = nothing
         obj_hist = CircularBuffer{Float64}(100)
@@ -426,7 +426,7 @@ function collect_gmi_FisSal2011(
             if obj_best === nothing || obj_curr > obj_best
                 log_prefix = '*'
                 obj_best = obj_curr
-                multipliers_best = multipliers_curr
+                copy!(multipliers_best, multipliers_curr)
             end
             if round == 1
                 obj_initial = obj_curr
@@ -443,7 +443,7 @@ function collect_gmi_FisSal2011(
                 end
                 if count_deterioration >= 10
                     μ *= 0.5
-                    multipliers_curr = multipliers_best
+                    copy!(multipliers_curr, multipliers_best)
                     count_deterioration = 0
                     count_backtrack += 1
                 elseif length(obj_hist) >= 100
@@ -501,7 +501,6 @@ function collect_gmi_FisSal2011(
                         end
                     end
                 end
-                # TODO: Reduce allocations and improve performance
                 @timeit "Append unique cuts" begin
                     if round == 1
                         pool = ConstraintSet(
@@ -516,18 +515,43 @@ function collect_gmi_FisSal2011(
                         pool_cut_age = zeros(ncuts_unique)
                     else
                         if !isempty(unique_indices)
+                            @timeit "Append LHS" begin
+                                # Transpose cuts matrix for better performance
+                                new_cuts_lhs = sparse(cuts_s.lhs[unique_indices, :]')
+                                
+                                # Resize existing matrix in-place to accommodate new columns
+                                old_cols = pool.lhs.n
+                                new_cols = new_cuts_lhs.n
+                                total_cols = old_cols + new_cols
+                                resize!(pool.lhs.colptr, total_cols + 1)
+                                
+                                # Append new column pointers with offset
+                                old_nnz = nnz(pool.lhs)
+                                for i in 1:new_cols
+                                    pool.lhs.colptr[old_cols + i + 1] = old_nnz + new_cuts_lhs.colptr[i + 1]
+                                end
+                                
+                                # Expand rowval and nzval arrays
+                                append!(pool.lhs.rowval, new_cuts_lhs.rowval)
+                                append!(pool.lhs.nzval, new_cuts_lhs.nzval)
+                                
+                                # Update matrix dimensions
+                                pool.lhs = SparseMatrixCSC(pool.lhs.m, total_cols, pool.lhs.colptr, pool.lhs.rowval, pool.lhs.nzval)
+                            end
+                            @timeit "Append others" begin
                                 ncuts_unique = length(unique_indices)
-                            pool.lhs = [pool.lhs sparse(cuts_s.lhs[unique_indices, :]')]
+                                append!(pool.lb, cuts_s.lb[unique_indices])
-                            pool.lb = [pool.lb; cuts_s.lb[unique_indices]]
+                                append!(pool.ub, cuts_s.ub[unique_indices])
-                            pool.ub = [pool.ub; cuts_s.ub[unique_indices]]
+                                append!(pool.hash, cuts_s.hash[unique_indices])
-                            pool.hash = [pool.hash; cuts_s.hash[unique_indices]]
+                                append!(multipliers_curr, zeros(ncuts_unique))
-                            multipliers_curr = [multipliers_curr; zeros(ncuts_unique)]
+                                append!(multipliers_best, zeros(ncuts_unique))
-                            multipliers_best = [multipliers_best; zeros(ncuts_unique)]
+                                append!(pool_cut_age, zeros(ncuts_unique))
-                            pool_cut_age = [pool_cut_age; zeros(ncuts_unique)]
                             end
                         end
                     end
                 end
+            end
+
 
             @timeit "Prune the pool" begin
                 pool_size_mb = Base.summarysize(pool) / 1024^2
@@ -624,7 +648,7 @@ function collect_gmi_FisSal2011(
                     if obj_curr > obj_best
                         log_prefix = '*'
                         obj_best = obj_curr
-                        multipliers_best = multipliers_curr
+                        copy!(multipliers_curr, multipliers_best)
                     end
                     gapcl_curr = gapcl(obj_curr)
                     gapcl_best = gapcl(obj_best)