You can also use the QPSReader package.
Read an MPS file with
using QPSReader
qps = readqps("example.mps")
and you can then access all the problem data, for instance:
using SparseArrays
# Constraint matrix
A = sparse(qps.arows, qps.acols, qps.avals, qps.ncon, qps.nvar)
# Index --> variable name
qps.varnames
# Variable name --> index
qps.varindices