Slower code after migrating from MathProgBase

Hi @odow, I followed all your advices.

This are the results of a test that first run everything
using Clp0.7.1, and then repeat the JuMP part with Clp0.8.0. The test is available in github

This is on macOS

Running test with Clp0.7.1 ------------------ 

Your branch is up to date with 'origin/clp_0.7.1'.
loaded /Users/Pereiro/.julia/config/startup.jl

vesioninfo -------------------
Julia Version 1.1.0
Commit 80516ca202 (2019-01-21 21:24 UTC)
Platform Info:
  OS: macOS (x86_64-apple-darwin14.5.0)
  CPU: Intel(R) Core(TM) i5-8210Y CPU @ 1.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-6.0.1 (ORCJIT, skylake)
Environment:
  JULIA_NUM_THREADS = 4
  JULIA_EDITOR = code


Project.toml -------------------
    Status `~/University/Studying/JuMP_issue/Project.toml`
  [6e4b80f9] BenchmarkTools v0.5.0
  [e2554f3b] Clp v0.7.1
  [60bf3e95] GLPK v0.13.0
  [682c06a0] JSON v0.21.0
  [4076af6c] JuMP v0.21.2
  [fdba3010] MathProgBase v0.7.8
  [b77e0a4c] InteractiveUtils 
  [44cfe95a] Pkg 
  [2f01184e] SparseArrays 


Model: toy_model.json size: (5, 8) -------------------

fba_JuMP-GLPK.Optimizer
  329.750 μs (1831 allocations: 112.19 KiB)
obj_val: 3.181818181818181

fba_JuMP-Clp.Optimizer
  930.371 μs (3214 allocations: 193.47 KiB)
obj_val: 3.1818181818181817

fba_MathProgBase-ClpSolver
  152.660 μs (32 allocations: 2.47 KiB)
obj_val: 3.1818181818181817

Model: e_coli_core.json size: (72, 95) -------------------

fba_JuMP-GLPK.Optimizer
  1.965 ms (10908 allocations: 533.33 KiB)
obj_val: 0.8739215069685011

fba_JuMP-Clp.Optimizer
  3.209 ms (19681 allocations: 973.48 KiB)
obj_val: 0.8739215069684311

fba_MathProgBase-ClpSolver
  710.152 μs (32 allocations: 11.58 KiB)
obj_val: 0.8739215069684311

Model: iJR904.json size: (762, 976) -------------------

fba_JuMP-GLPK.Optimizer
  44.393 ms (101450 allocations: 4.41 MiB)
obj_val: 0.5782403962872187

fba_JuMP-Clp.Optimizer
  49.131 ms (190924 allocations: 14.62 MiB)
obj_val: 0.5782403962871316

fba_MathProgBase-ClpSolver
  18.327 ms (35 allocations: 118.00 KiB)
obj_val: 0.5782403962871316

Model: HumanGEM.json size: (8461, 13417) -------------------

fba_JuMP-GLPK.Optimizer
  18.933 s (1300964 allocations: 61.45 MiB)
obj_val: 2.334553007169305

fba_JuMP-Clp.Optimizer
  4.307 s (2456567 allocations: 1.43 GiB)
obj_val: 2.334553007230854

fba_MathProgBase-ClpSolver
  507.105 ms (45 allocations: 1.35 MiB)
obj_val: 2.3345530071688514


Running test with Clp up to date ------------------ 

Your branch is up to date with 'origin/clp_up_to_date'.
loaded /Users/Pereiro/.julia/config/startup.jl

vesioninfo -------------------
Julia Version 1.1.0
Commit 80516ca202 (2019-01-21 21:24 UTC)
Platform Info:
  OS: macOS (x86_64-apple-darwin14.5.0)
  CPU: Intel(R) Core(TM) i5-8210Y CPU @ 1.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-6.0.1 (ORCJIT, skylake)
Environment:
  JULIA_NUM_THREADS = 4
  JULIA_EDITOR = code


Project.toml -------------------
    Status `~/University/Studying/JuMP_issue/Project.toml`
  [6e4b80f9] BenchmarkTools v0.5.0
  [e2554f3b] Clp v0.8.0
  [60bf3e95] GLPK v0.13.0
  [682c06a0] JSON v0.21.0
  [4076af6c] JuMP v0.21.3
  [fdba3010] MathProgBase v0.7.8
  [b77e0a4c] InteractiveUtils 
  [44cfe95a] Pkg 
  [2f01184e] SparseArrays 


Model: toy_model.json size: (5, 8) -------------------

fba_JuMP-GLPK.Optimizer
  327.498 μs (1831 allocations: 112.19 KiB)
obj_val: 3.181818181818181

fba_JuMP-Clp.Optimizer
  885.740 μs (3297 allocations: 197.16 KiB)
obj_val: 3.1818181818181817

Model: e_coli_core.json size: (72, 95) -------------------

fba_JuMP-GLPK.Optimizer
  1.870 ms (10908 allocations: 533.33 KiB)
obj_val: 0.8739215069685011

fba_JuMP-Clp.Optimizer
  3.016 ms (20216 allocations: 860.78 KiB)
obj_val: 0.8739215069684309

Model: iJR904.json size: (762, 976) -------------------

fba_JuMP-GLPK.Optimizer
  39.895 ms (101450 allocations: 4.41 MiB)
obj_val: 0.5782403962872187

fba_JuMP-Clp.Optimizer
  35.624 ms (203135 allocations: 7.03 MiB)
obj_val: 0.5782403962871316

Model: HumanGEM.json size: (8461, 13417) -------------------

fba_JuMP-GLPK.Optimizer
  12.222 s (1300962 allocations: 61.42 MiB)
obj_val: 2.334553007169305

fba_JuMP-Clp.Optimizer
  929.113 ms (2617068 allocations: 90.43 MiB)
obj_val: 2.3345531079323396
Your branch is up to date with 'origin/master'.

This is on linux

Your branch is up to date with 'origin/master'.

Running test with Clp0.7.1 ------------------ 

Branch 'clp_0.7.1' set up to track remote branch 'clp_0.7.1' from 'origin'.

vesioninfo -------------------
Julia Version 1.1.1
Commit 55e36cc308 (2019-05-16 04:10 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: Intel(R) Core(TM) i3-8100 CPU @ 3.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-6.0.1 (ORCJIT, skylake)


Project.toml -------------------
    Status `~/University/Projects/MaxEntEp/GitWorker/MaxEntEP_GWRepo/Worker2/JuMP_issue-gitworker-copy/origin/JuMP_issue.jl/Project.toml`
  [6e4b80f9] BenchmarkTools v0.5.0
  [e2554f3b] Clp v0.7.1
  [60bf3e95] GLPK v0.13.0
  [682c06a0] JSON v0.21.0
  [4076af6c] JuMP v0.21.2
  [fdba3010] MathProgBase v0.7.8
  [b77e0a4c] InteractiveUtils 
  [44cfe95a] Pkg 
  [2f01184e] SparseArrays 


Model: toy_model.json size: (5, 8) -------------------

fba_JuMP-GLPK.Optimizer
  287.398 μs (1831 allocations: 112.19 KiB)
obj_val: 3.181818181818181

fba_JuMP-Clp.Optimizer
  685.555 μs (3214 allocations: 193.47 KiB)
obj_val: 3.1818181818181817

fba_MathProgBase-ClpSolver
  90.368 μs (32 allocations: 2.47 KiB)
obj_val: 3.1818181818181817

Model: e_coli_core.json size: (72, 95) -------------------

fba_JuMP-GLPK.Optimizer
  1.661 ms (10913 allocations: 533.41 KiB)
obj_val: 0.8739215069685011

fba_JuMP-Clp.Optimizer
  2.387 ms (19691 allocations: 973.64 KiB)
obj_val: 0.8739215069684311

fba_MathProgBase-ClpSolver
  550.795 μs (32 allocations: 11.58 KiB)
obj_val: 0.8739215069684311

Model: iJR904.json size: (762, 976) -------------------

fba_JuMP-GLPK.Optimizer
  37.492 ms (101449 allocations: 4.41 MiB)
obj_val: 0.5782403962872187

fba_JuMP-Clp.Optimizer
  36.266 ms (190925 allocations: 14.62 MiB)
obj_val: 0.5782403962871316

fba_MathProgBase-ClpSolver
  15.086 ms (35 allocations: 118.00 KiB)
obj_val: 0.5782403962871316

Model: HumanGEM.json size: (8461, 13417) -------------------

fba_JuMP-GLPK.Optimizer
  9.987 s (1300959 allocations: 61.41 MiB)
obj_val: 2.334553007169305

fba_JuMP-Clp.Optimizer
  2.198 s (2456567 allocations: 1.43 GiB)
obj_val: 2.334553007226292

fba_MathProgBase-ClpSolver
  368.350 ms (45 allocations: 1.35 MiB)
obj_val: 2.334553007168189


Running test with Clp up to date ------------------ 

Branch 'clp_up_to_date' set up to track remote branch 'clp_up_to_date' from 'origin'.

vesioninfo -------------------
Julia Version 1.1.1
Commit 55e36cc308 (2019-05-16 04:10 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: Intel(R) Core(TM) i3-8100 CPU @ 3.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-6.0.1 (ORCJIT, skylake)


Project.toml -------------------
    Status `~/University/Projects/MaxEntEp/GitWorker/MaxEntEP_GWRepo/Worker2/JuMP_issue-gitworker-copy/origin/JuMP_issue.jl/Project.toml`
  [6e4b80f9] BenchmarkTools v0.5.0
  [e2554f3b] Clp v0.8.0
  [60bf3e95] GLPK v0.13.0
  [682c06a0] JSON v0.21.0
  [4076af6c] JuMP v0.21.3
  [fdba3010] MathProgBase v0.7.8
  [b77e0a4c] InteractiveUtils 
  [44cfe95a] Pkg 
  [2f01184e] SparseArrays 


Model: toy_model.json size: (5, 8) -------------------

fba_JuMP-GLPK.Optimizer
  290.409 μs (1831 allocations: 112.19 KiB)
obj_val: 3.181818181818181

fba_JuMP-Clp.Optimizer
  695.442 μs (3297 allocations: 197.16 KiB)
obj_val: 3.1818181818181817

Model: e_coli_core.json size: (72, 95) -------------------

fba_JuMP-GLPK.Optimizer
  1.677 ms (10913 allocations: 533.41 KiB)
obj_val: 0.8739215069685011

fba_JuMP-Clp.Optimizer
  2.409 ms (20217 allocations: 860.80 KiB)
obj_val: 0.8739215069684309

Model: iJR904.json size: (762, 976) -------------------

fba_JuMP-GLPK.Optimizer
  37.382 ms (101449 allocations: 4.41 MiB)
obj_val: 0.5782403962872187

fba_JuMP-Clp.Optimizer
  28.847 ms (203010 allocations: 7.03 MiB)
obj_val: 0.5782403962871316

Model: HumanGEM.json size: (8461, 13417) -------------------

fba_JuMP-GLPK.Optimizer
  9.924 s (1300958 allocations: 61.39 MiB)
obj_val: 2.334553007169305

fba_JuMP-Clp.Optimizer
  700.783 ms (2617005 allocations: 90.41 MiB)
obj_val: 2.334553007169208

Your branch is up to date with 'origin/master'.