Performance improvements

[odow]

This should really be two PR's, but the first two commits are related to #51. I can split into two, or I'll merge without squashing.

Closes #51

First commit: remove __check_conflicting_constraints__

using Gurobi, JuMP, BenchmarkTools
const MOI = Gurobi.MOI
function run_moi_direct(n)
  m = JuMP.direct_model(Gurobi.Optimizer(LogToConsole=false))
  @variable m x[i=1:n] <= i 
  # JuMP.optimize!(m)
end
@btime run_moi_direct(10^4)

Before: 1.528 s (243281 allocations: 12.74 MiB)
After commit 1: 690.032 ms (193304 allocations: 12.25 MiB)
After commit 2: 695.777 ms (233304 allocations: 15.76 MiB)

Second commit: add add_constraints

function run_moi_single(n)
  m = Gurobi.Optimizer()
  for i = 1:n
      index = MOI.add_variable(m)
      MOI.add_constraint(m, MOI.SingleVariable(index), MOI.LessThan(convert(Float64,i)))
  end
  return m
end
@btime run_moi_single(10^4);

Before: 1.504 s (143691allocations: 9.16 MiB)
After commit 1: 663.538 ms (53730 allocations: 5.56 MiB)
After commit 2: 652.206 ms (133714 allocations: 12.18 MiB)

function run_moi_vector(n)
  m = Gurobi.Optimizer()
  index = MOI.add_variables(m, n)
  MOI.add_constraints(m, MOI.SingleVariable.(index), MOI.LessThan.(convert.(Float64,1:n)))
  return m
end
@btime run_moi_vector(10^4);

Before: 1.240 s (103707 allocations: 6.05 MiB)
After commit 1: 438.617 ms (53730 allocations: 5.56 MiB)
After commit 2: 18.987 ms (13753 allocations: 2.93 MiB)

Commits 3 and 4

Coverage improvements.

[codecov-io]

Codecov Report

Merging #69 into master will increase coverage by 2.18%.
The diff coverage is 91.37%.

@@            Coverage Diff             @@
##           master      #69      +/-   ##
==========================================
+ Coverage   88.07%   90.25%   +2.18%     
==========================================
  Files          13       13              
  Lines        1291     1324      +33     
==========================================
+ Hits         1137     1195      +58     
+ Misses        154      129      -25

Impacted Files	Coverage Δ
src/variables.jl	97.26% <100%> (+0.11%)	⬆️
src/mockoptimizer.jl	83.46% <100%> (+0.29%)	⬆️
src/LinQuadOptInterface.jl	100% <100%> (ø)	⬆️
src/constraints/singlevariable.jl	96.45% <90.38%> (+21.9%)	⬆️
src/solver_interface.jl	66.66% <0%> (+3.5%)	⬆️

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[joaquimg]

muuuch better!