[blegat]

Extracted from #2788

[odow]

I'm going to say no to this one. It seems reasonable that common subexpressions could be supported only in direct_mode without copies.

[blegat]

Direct mode and non-direct mode shouldn't produce different results like this. For the user, direct_model should be the same as Model except the model transfer should be faster and lighter in memory. So from that perspective, it makes sense that we add this Dict in the IndexMap. We could make it so that when the variables indices map is trivial, we don't do any copy so that most of the time, this dictionary does not get filled.