Loading models into CLP takes more time than solving them

[ukrishnas]

Load time of the model into CLP is of the same order a solving the model in CLP. Loading the model in CLP is 3 times slower than in GLOP for the model shown below. Comments state that code uses CoinModel to build the model and CoinBuild is 5x faster. Also, each call to set a coefficient involves a hash lookup in CoinHash. These should be optimized.

ClpInterface::SetCoefficient

/*
 * Clp model can be built using CoinBuild, CoinModel, CoinPackedMatrix and then
 * uploaded efficiently into ClpModel. CoinBuild is extremely lightweight and
 * best suited for adding entire column or row vectors. CoinModel has more
 * flexibility, like adding an element at a time, for the cost of being five
 * times slower than CoinBuild but four times faster than ClpModel. This
 * interface uses CoinModel. Add methods require row and column indices, and
 * CoinModelHash is used to convert names to indices.
 * /
bool ClpInterface::SetCoefficient(const char *row_name, const char *column_name, double value) {
    int row_index = row_hash_.hash(row_name);
    int column_index = column_hash_.hash(column_name);
    if (row_index == -1 || column_index == -1) {
        return false;
    }
    coin_model_.setElement(row_index, column_index, value);
    return true;
}

Usage in LPSharp:

foreach (var rowName in model.A.Indices) {
  var row = model.A[rowName];
  foreach (var colName in row.Indices) {
     this.clp.SetCoefficient(rowName, colName, row[colName]);
  }
}

[ukrishnas]

The new update will fix this. The new implementation uses CoinBuild for rows and columns. Variables (columns) are added to a column build object. Constraints (rows) are added into a build object.

The other implementations I tried without success were:

• Row ordered PackedMatrix. I was adding one row at a time which was very slow because PackedMatrix has to grow the matrix with each new row and memory copy killed the performance. PackedMatrix works best with rows and columns are known up front like when reading an MPS file (ref CoinMpsIO).
• Single CoinBuild object. I was building columns in ClpModel and that made it very slow. After 20000 columns, new columns are added at a rate of 1 per millisecond.

[ukrishnas]

This is fixed.