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WIP: add MPS module #29
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First step in converting benchmark sets like MIPLIB into MathOptFormat to see how we fare.
The implementation is pretty slow and memory intensive. A better approach might be to scan through the file once and record the names of all variables and constraints, pre-allocate the storage, and then re-scan.
I might end up making this package a "MathOptFileFormats" type job.
Docs
http://lpsolve.sourceforge.net/5.5/mps-format.htm
https://docs.mosek.com/8.1/capi/mps-format.html
http://plato.asu.edu/cplex_mps.pdf
Related Julia codes:
https://github.com/JuliaOpt/JuMP.jl/blob/release-0.18/src/writers.jl
https://github.com/odow/MPSWriter.jl
https://github.com/ds4dm/Tulip.jl/blob/master/src/readmps.jl