I have created a large LP in a JuMP model. I want to write a small variation, e.g. fixing a variable or changing the RHS of a scalar constraint, of the LP to a MPS file using JuMP. write_to_file. Once the original LP has been written to a MPS file, is there a quick way to write the small variation of the original LP to a different MPS file? JuMP.write_to_file takes the same amount of time to write the original and very slightly modified JuMP model LPs to MPS files. I need the MPS files, because I am using a LP solver that is not a currently supported JuMP solver.
is there a quick way to write the small variation of the original LP to a different MPS file
No, nor is there an easy way to do this at the JuMP or MOI level. if it’s just changing the right-hand side, the easiest thing is probably to write a function which modifies the actual file, rather than going through JuMP.
I need the MPS files, because I am using a LP solver that is not a currently supported JuMP solver.
Which solver?