HiGHS: Construct lists before loop

[christiansegercrantz]

Initialising the values in the loop and accessing them through the dictionary as done is very slow. This speeds up the operation from 11s/1000 constraints to ~0.5mil in sub 1 second.

Related to issue #793

(Reviewing the CLA with my employer, hold on)

[CLAassistant]

All committers have signed the CLA.

[christiansegercrantz]

I seem to be unable to request reviews, but would @pchtsp be able to review?

[pchtsp]

Thanks. It's not clear to me why this approach would be more efficient than the previous one. Do you have any idea?

It seems that solution.row_value, solution.row_dual are already lists. Why would you need to cast them into a list?

Other than that, I don't see any issue with the code itself.

[christiansegercrantz]

The reason is that you are doing access operations every loop. It's calling the row_value from the solutions object that is slow as far as I understand. As far as I know, it's not recommended have function calls in for statements. Like

for x in function():
    ...

is not great. Do

values = function()
for x in values:
    ...

instead. But this I am not 100% sure about. But the speed here is of multiple magnates. You/I can run a profiler on it if you like to show the diff.

[pchtsp]

iterating over dict.values() is not inefficient. In fact, by casting it into a list, you're already incurring into some (small) additional time.

In any case, I take your word for it.