See writeMPS() - #4 by odow
Github: https://github.com/odow/MathOptFormat.jl
To install, run
] add https://github.com/odow/MathOptFormat.jl
Then you can write the model as follows
using JuMP, MathOptFormat
model = Model()
# ... model definition
lp_file = MathOptFormat.LP.Model()
MOI.copy_to(lp_file, backend(model))
MOI.write_to_file(lp_file, "my_model.lp")