MPS writer

[mlubin]

I see that you've implemented an MPS writer here. Let us know if there's any way we can make the JuMP MPS writer more accessible or flexible, no need to duplicate work.
CC @IainNZ

[odow]

I was thinking that it would be good to have a MPB level writer package at some point for MPS, LP, NL and OSIL files all together (or in different packages).

Then you could have this package go JuMP>MPS>NEOS or JuMP>OSIL>NEOS etc

[mlubin]

CC @tkelman @JackDunnNZ

[IainNZ]

MPS writer package is fine by me, especially now package precompilation is done

[tkelman]

ref JuliaOpt/MathProgBase.jl#54, I don't think writeproblem is defined in a useful way for nonlinear. So writing osil or nl without immediately solving would be a little awkward at the moment.

[mlubin]

What needs to change about writeproblem? You can call it after loadnonlinearproblem!, in which case the MPB model has all the information needed. The issue with not having an API for reading a nonlinear problem is separate.

[tkelman]

Last time I looked into this it wasn't straightforward to get at the NLPEvaluator for a function that is not operating as a solver.

[mlubin]

You can now call buildInternalModel on a nonlinear JuMP model and it will call loadnonlinearproblem! without solving.