Issue 1996 vertcat

[valentinsulzer]

Description

Avoids doing vertcat in the casadi solver, since vertcat is slow (because of the way the 2D arrays are stored in casadi).
Instead, does horzsplit so that both x (differential variables) and z (algebraic variables) are a list (of length len(t)) of vectors (of length num_diff_states and num_alg_states), then vertcats these item-by-item but does not re-concatenate to create the whole sol.y vector. Each sol.y[:,idx] is then accessed as an entry in a list of arrays. This is faster than actually doing sol.y[:,idx] from a 2D matrix in casadi.

This doesn't make a big difference for the standard solving with np.linspace(0,3600,100), but becomes important when there are more time points (e.g. 1000, 10000) e.g. with a shorter period - in those cases, vertcat was taking up to 20% of the solve time.

Fixes #1996

Type of change

Please add a line in the relevant section of CHANGELOG.md to document the change (include PR #) - note reverse order of PR #s. If necessary, also add to the list of breaking changes.

• New feature (non-breaking change which adds functionality)
• Optimization (back-end change that speeds up the code)
• Bug fix (non-breaking change which fixes an issue)

Key checklist:

• No style issues: $ flake8
• All tests pass: $ python run-tests.py --unit
• The documentation builds: $ cd docs and then $ make clean; make html

You can run all three at once, using $ python run-tests.py --quick.

Further checks:

• Code is commented, particularly in hard-to-understand areas
• Tests added that prove fix is effective or that feature works