Writing a QP to MPS?


As far as I can tell, you can’t write a QP to an MPS file with write_to_file, but I’ve told that MPS does support QPs.

Are either of those correct? (ie, should I be able to write QP to MPS, but I’m doing it wrong, or is it wrong to think you can write a QP to an MPS file?)


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Not currently: FileFormats.MPS: support QUADRATIC · Issue #1390 · jump-dev/MathOptInterface.jl · GitHub.

tl;dr: there are a bunch of non-standard extensions to MPS to support quadratic. We just haven’t implemented them yet.

You can always use the solver’s native writer:

model = direct_model(Gurobi.Optimizer)
grb = backend(model)
GRBwrite(model, "model.mps")
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