testConstrJuMP.jl

using JuMP,CPLEX

const C = 300000
const N = 100

function memuse()
 pid = getpid()
 return round(Int,parse(Int,read(`ps -p $pid -o rss=`,String))/1024)
end

function addconstraints(m,x,Θ,coef,p)
    if p == 1
        @constraint(m, Θ .<= coef*x  )
    elseif p == 2
        for i in 1:size(coef,1)
            @constraint(m, Θ <= sum(coef[i,j]*x[j] for j = 1:size(coef,2)))
        end
    elseif p == 3
        @constraint(m,[i = 1:size(coef,1)], Θ <= sum(coef[i,j]*x[j] for j = 1:size(coef,2)))
    elseif p == 4 # With JuMP 0.18.5
        rhs = zeros(C)
        coef = hcat(-coef,ones(C))
        CPLEX.add_constrs!(m.internalModel.inner, coef, '<', rhs)
    elseif p == 5 # With JuMP 0.19.0
        rhs = zeros(C)
        coef = hcat(-coef,ones(C))
        CPLEX.add_constrs!(m.moi_backend.optimizer.model.inner, coef, '<', rhs)
    end
end
function test_const(constype; direct=false)
    m = if !direct
        Model(with_optimizer(CPLEX.Optimizer, CPX_PARAM_SCRIND=0))
    else
        JuMP.direct_model(CPLEX.Optimizer(CPX_PARAM_SCRIND=0))
    end
    @variable(m, 0 <= x[1:N] <= 1)
    @variable(m, 0 <= Θ <= 1000)

    @objective(m, Max, Θ )
    optimize!(m)
    #solve(m)

    coef = rand(C,N)
    GC.gc()
    m1= memuse()
    val, time, = @timed addconstraints(m,x,Θ,coef,constype)
    GC.gc()
    #sleep(30)
    m2 = memuse()
    println("Memory consumption $(m2-m1) Mb and Time $(time)")
    val, time2, = @timed if constype < 4
        optimize!(m)
        #solve(m)
    elseif constype == 4
        CPLEX.optimize!(m.internalModel.inner)
    elseif constype == 5
        CPLEX.optimize!(m.moi_backend.optimizer.model.inner)
    end

    println("Time to solve model $(time2)")
end

println("########### Vectorized - WithoutDirect ###########")
test_const(1)
test_const(1)

println("########### Scalar 1 - WithoutDirect ###########")
test_const(2)
test_const(2)

println("########### Scalar 2 - WithoutDirect ###########")
test_const(3)
test_const(3)

println("########### Low-level API ###########")
test_const(5)
test_const(5)


println("########### Vectorized - WithDirect ###########")
test_const(1; direct = true)
test_const(1; direct = true)

println("########### Scalar 1 - WithDirect ########### ")
test_const(2; direct = true)
test_const(2; direct = true)

println("########### Scalar 2 - WithDirect ###########")
test_const(3; direct = true)
test_const(3; direct = true)