Efficiently Retrieving Variable Values after Gurobi optimization with JuMP

Specific Domains Optimization (Mathematical)
23

I just took a slight look at the procedure of JuMP.value. To be honest, it’s highly complex—no wonder it’s slow.

I would like to ask if JuMP could provide a pass-by-address method, besides the existing pass-by-value method?

I wrote one

import JuMP, Gurobi
const GRB_ENV = Gurobi.Env()

function unsafe_array_value!(X, x)
    o = JuMP.unsafe_backend(JuMP.owner_model(x[1]))
    for j = eachindex(X)
        Gurobi.GRBgetdblattrelement(o, "X", 
        Gurobi.c_column(o, JuMP.index(x[j])),
        view(X, j))
    end
end

function unsafe_test()
    m = JuMP.Model(() -> Gurobi.Optimizer(GRB_ENV))
    JuMP.@variable(m, x[i = 1:3, j = 1:4] >= i + j)
    JuMP.@objective(m, Min, sum(x))
    JuMP.optimize!(m)
    X = similar(x, Float64)
    unsafe_array_value!(X, x)
    X
end

unsafe_test()