Rough investigation: Open-source solver time and memory penalties

[Olexandr]

Cool! :-)
Btw, if you execute the demo code in REPL as include("demo.jl") it will behave the expected way. I.e. it will execute faster the second time.
I've done some more of 'index tightening" to reduce the constraint generation time. I'll need to switch to using dictionaries instead of JuMP containers to do more of it.