Describe your issue.

Hi,
I have a bug when using the highs linprog solver with the code below.

The script is killed by the OOM killer. The problem arises when calling csc_matrix, which itself builds a coo_matrix, which calls the nonzeros method which is supposed to return the indices of non zero (far too many in this dense case).

Is it necessary to call csc_matrix here? It seems very inefficient for dense matrices.
If such a transformation is necessary, it would be better that the code returns a python error to handle the problem correctly.

Reproducing Code Example

from scipy.optimize import linprog
import numpy as np
np.random.seed(0)
n_ctr = 500000
n_var = 500
c_ = np.ones(n_var)
A_ub = np.random.random((n_ctr, n_var))
b_ub = np.zeros((n_ctr, ))

res = linprog(c_, A_ub=A_ub, b_ub=b_ub, method='highs-ds', bounds=(0, None), options={'disp': True})

print('End')

Error message

150075 killed     python highs.py

SciPy/NumPy/Python version information

scipy==1.7.3, numpy==1.22.2, python==3.8.10