Very slow access to values returned via pybind11

[jajhall]

The following code exposes very slow access to values returned via pybind11. Specifically, h.getSolution() returns an instance of a struct

struct HighsSolution {
bool value_valid = false;
bool dual_valid = false;
std::vector col_value;
std::vector col_dual;
std::vector row_value;
std::vector row_dual;
void invalidate();
void clear();
};

that is defined in our bindings as

py::class_(m, "HighsSolution")
.def(py::init<>())
.def_readwrite("value_valid", &HighsSolution::value_valid)
.def_readwrite("dual_valid", &HighsSolution::dual_valid)
.def_readwrite("col_value", &HighsSolution::col_value)
.def_readwrite("col_dual", &HighsSolution::col_dual)
.def_readwrite("row_value", &HighsSolution::row_value)
.def_readwrite("row_dual", &HighsSolution::row_dual);

Although there is a fix at the Python level, it's been suggested that we should have an upstream fix.

Apologies it this is a FAQ, but I'm not fluent in pybind11