Help speeding up problem with Convex.jl

[josuagrw]

Good point, so the source of the delay appears to be this sorting operation in MathOptInterface.jl

https://github.com/jump-dev/MathOptInterface.jl/blob/f559840765587598255e647dc144db8b74566d21/src/Utilities/functions.jl#L764

I wonder if it would be possible to skip this step (by pre-sorting or something)