compute_tableau: Compute directly in compressed row format

src/Cuts/tableau/tableau.jl

@@ -74,15 +74,15 @@ function compute_tableau(
         factor = klu(sparse(lhs_b'))
     end
 
-    @timeit "Initialize sparse arrays" begin
-        tableau_rhs::Array{Float64} = zeros(length(rows))
-        tableau_lhs_I::Array{Int} = Int[]
-        tableau_lhs_J::Array{Int} = Int[]
-        tableau_lhs_V::Array{Float64} = Float64[]
-        estimated_nnz::Int = round(length(rows) * ncols * estimated_density)
-        sizehint!(tableau_lhs_I, estimated_nnz)
-        sizehint!(tableau_lhs_J, estimated_nnz)
-        sizehint!(tableau_lhs_V, estimated_nnz)
+    @timeit "Initialize arrays" begin
+        num_rows = length(rows)
+        tableau_rhs::Array{Float64} = zeros(num_rows)
+        tableau_rowptr::Array{Int} = zeros(Int, num_rows + 1)
+        tableau_colval::Array{Int} = Int[]
+        tableau_nzval::Array{Float64} = Float64[]
+        estimated_nnz::Int = round(num_rows * ncols * estimated_density)
+        sizehint!(tableau_colval, estimated_nnz)
+        sizehint!(tableau_nzval, estimated_nnz)
         e::Array{Float64} = zeros(nrows)
         sol::Array{Float64} = zeros(nrows)
         tableau_row::Array{Float64} = zeros(ncols)
@@ -90,49 +90,48 @@ function compute_tableau(
 
     A = data.constr_lhs'
     b = data.constr_ub
-
-    for k in eachindex(rows)
-        @timeit "Solve" begin
-            fill!(e, 0.0)
-            e[rows[k]] = 1.0
-            ldiv!(sol, factor, e)
-        end
-
-        @timeit "Compute row" begin
-            mul!(tableau_row, A, sol)
-            tableau_rhs[k] = dot(sol, b)
-        end
-
-        needed_space = length(tableau_lhs_I) + ncols
-        if needed_space > estimated_nnz
-            @timeit "Grow arrays" begin
-                estimated_nnz *= 2
-                sizehint!(tableau_lhs_I, estimated_nnz)
-                sizehint!(tableau_lhs_J, estimated_nnz)
-                sizehint!(tableau_lhs_V, estimated_nnz)
+    tableau_rowptr[1] = 1
+
+    @timeit "Process rows" begin
+        for k in eachindex(rows)
+            @timeit "Solve" begin
+                fill!(e, 0.0)
+                e[rows[k]] = 1.0
+                ldiv!(sol, factor, e)
             end
-        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)
+            @timeit "Compute row" begin
+                mul!(tableau_row, A, sol)
+                tableau_rhs[k] = dot(sol, b)
+            end
+            needed_space = length(tableau_colval) + ncols
+            if needed_space > estimated_nnz
+                @timeit "Grow arrays" begin
+                    estimated_nnz *= 2
+                    sizehint!(tableau_colval, estimated_nnz)
+                    sizehint!(tableau_nzval, estimated_nnz)
+                end
+            end
+            @timeit "Collect nonzeros for row" begin
+                for j in 1:ncols
+                    val = tableau_row[j]
+                    if abs(val) > tol
+                        push!(tableau_colval, j)
+                        push!(tableau_nzval, val)
+                    end
                 end
             end
+            tableau_rowptr[k + 1] = length(tableau_colval) + 1
         end
     end
 
     @timeit "Shrink arrays" begin
-        sizehint!(tableau_lhs_I, 0)
-        sizehint!(tableau_lhs_J, 0)
-        sizehint!(tableau_lhs_V, 0)
+        sizehint!(tableau_colval, length(tableau_colval))
+        sizehint!(tableau_nzval, length(tableau_nzval))
     end
 
     @timeit "Build sparse matrix" begin
-        tableau_lhs = sparse(tableau_lhs_I, tableau_lhs_J, tableau_lhs_V, length(rows), ncols)
+        tableau_lhs_transposed = SparseMatrixCSC(ncols, num_rows, tableau_rowptr, tableau_colval, tableau_nzval)
+        tableau_lhs = transpose(tableau_lhs_transposed)
     end
 
     @timeit "Compute tableau objective row" begin