Fix performance of adding SecondOrderCone constraints

[odow]

Closes #558

No more excessive time warning:

julia> m = read_from_file("/Users/oscar/Downloads/chainsing-10000-1.cbf.gz");

julia> set_optimizer(m, Gurobi.Optimizer)

julia> optimize!(m)
Gurobi Optimizer version 11.0.1 build v11.0.1rc0 (mac64[x86] - Darwin 22.6.0 22G630)

CPU model: Intel(R) Core(TM) i5-8259U CPU @ 2.30GHz
Thread count: 4 physical cores, 8 logical processors, using up to 8 threads

Optimize a model with 99982 rows, 129976 columns and 239954 nonzeros
Model fingerprint: 0x2b705791
Model has 29994 quadratic constraints
Coefficient statistics:
  Matrix range     [7e-01, 1e+01]
  QMatrix range    [1e+00, 1e+00]
  Objective range  [1e+00, 1e+00]
  Bounds range     [0e+00, 0e+00]
  RHS range        [1e-01, 1e+00]
Presolve removed 39994 rows and 29994 columns
Presolve time: 0.20s
Presolved: 59988 rows, 99982 columns, 149970 nonzeros
Presolved model has 29994 second-order cone constraints
Ordering time: 0.03s

Barrier statistics:
 Free vars  : 5000
 AA' NZ     : 1.050e+05
 Factor NZ  : 5.099e+05 (roughly 70 MB of memory)
 Factor Ops : 5.050e+06 (less than 1 second per iteration)
 Threads    : 1

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   4.68074155e+03 -4.99906250e+02  5.75e-01 1.00e-01  6.51e-02     0s
   1   4.69921548e+02 -7.73573774e+01  5.20e-02 1.10e-07  5.94e-03     0s
   2   3.45522818e+02  1.24176198e+02  3.19e-02 2.38e-08  2.92e-03     0s
   3   3.10078553e+02  2.70868745e+02  9.86e-03 1.72e-08  9.21e-04     0s
   4   3.01833318e+02  2.95055320e+02  1.61e-03 3.52e-09  1.69e-04     1s
   5   3.01590650e+02  3.00694119e+02  4.02e-04 2.53e-09  3.57e-05     1s
   6   3.02341676e+02  3.02337977e+02  7.32e-05 6.81e-10  5.03e-06     1s
   7   3.02588566e+02  3.02594472e+02  8.53e-06 1.78e-10  5.31e-07     1s
   8   3.02606087e+02  3.02608990e+02  1.46e-06 1.54e-11  7.19e-08     1s
   9   3.02610526e+02  3.02610336e+02  9.25e-08 7.79e-12  8.32e-09     1s

Barrier solved model in 9 iterations and 0.84 seconds (0.42 work units)
Optimal objective 3.02610526e+02


User-callback calls 149, time in user-callback 0.00 sec

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 80.46%. Comparing base (3ffff36) to head (5e29569).

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #561   +/-   ##
=======================================
  Coverage   80.46%   80.46%           
=======================================
  Files           6        6           
  Lines        2928     2928           
=======================================
  Hits         2356     2356           
  Misses        572      572           

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.