Performance bottlenecks in MOI_wrapper

[guilhermebodin]

I noticed two parts of my worflows that could be improved in Xpress.jl

The first one is that the implemetation of reducedcost in JuMP is the following

function reduced_cost(x::VariableRef)::Float64
    model = owner_model(x)
    if !has_duals(model)
        error(
            "Unable to query reduced cost of variable because model does" *
            " not have duals available.",
        )
    end
    sign = objective_sense(model) == MIN_SENSE ? 1.0 : -1.0
    if is_fixed(x)
        return sign * dual(FixRef(x))
    end
    rc = 0.0
    if has_upper_bound(x)
        rc += dual(UpperBoundRef(x))
    end
    if has_lower_bound(x)
        rc += dual(LowerBoundRef(x))
    end
    return sign * rc
end

but when we do getlpsol Xpress could return all of the reduced cost and we could cache them directly and only query them through MOI

The second one is that whenever we have to change the bound of a variable in Xpress.jl we have this implementation

function MOI.set(
    model::Optimizer,
    ::MOI.ConstraintSet,
    c::MOI.ConstraintIndex{MOI.VariableIndex, S}, s::S
) where {S<:SCALAR_SETS}
    MOI.throw_if_not_valid(model, c)
    lower, upper = _bounds(s)
    info = _info(model, c)
    if lower == upper
        if lower !== nothing
            _set_variable_fixed_bound(model, info, lower)
        end
    else
        if lower !== nothing
            _set_variable_lower_bound(model, info, lower)
        end
        if upper !== nothing
            _set_variable_upper_bound(model, info, upper)
        end
    end
    info.previous_lower_bound = _get_variable_lower_bound(model, info)
    info.previous_upper_bound = _get_variable_upper_bound(model, info)
    return
end

but the functions _get_variable_... we have to run XPRSgetub or XPRSgetlb, could we simply store the current bound on the VariableInfo?