What are you using to build your GUROBI models? I think your only options are to feed it a .MPS or .LP file if you don't use the APIs for C#, C, C++, Python, Matlab, R...etc. Or did you use something like Mathematica to go from CAS to .MPS?
Mathematica, correct. But fun fact: Mathematica has no MPS exporter. So I had to write my own, which is somehow the perf bottleneck in my whole setup now. Even after wrestling with it for several days. Apparently string operations are not its forté.
I had to look that up as I couldn't believe they don't have that feature... especially since Import[] supports .MPS. I know they have plugin support for solvers like Mosek and I think GUROBI which I assume creates a .MPS and sends to the solver. Maybe it just does it all in memory. They really need to add that lol.
it's so bizarre! why would they only do it halfway? and import is the least useful direction for them to implement.. how often are you building models outside of Mathematica to solve inside?
I can't use the Gurobi support, sadly, since my Gurobi instance is on another box (where I don't have MMA), and I needed to benchmark against HiGHS, CBC etc.
It's a good point that most people won't be using Mathematica for solving LP and MIP models as it just uses CBC as the backend anyway. I mean you could of course, but I think most folks would just use an API to call CBC more directly outside of Mathematica. I bet they could add this feature easily enough though.
