add support for other model file formats than .lp (e.g. the MPS format) #74

Issues #73 and #72 demonstrate that the .lp file format is not very clearly specified. It might thus be more stable to use other more clearly file formats for any solvers that allow this. For solvers from the COIN-OR Suite (including cbc, but also see: https://coin-or.github.io/user_introduction), the best format is probably OSIL and according to slide 8 in this COIN-OR presentation, .nl might be another option.

OSIL

"an open, XML-based format used by the Optimization Services framework of COIN-OR"

This seems to be a very rigorously specified and very powerful format and all the tools in COIN-OR can handle it. It would require using some Rust xml parsing library and implementing the specification with it: there are some good hints in this recent blog post, so probably strong-xml or yaserde would be good. So implementing the format will be more involved.

All relevant info is on this webpage, including a link to the original paper describing it and the current stable specification:

• https://www.coin-or.org/OS/OSiL.html

.nl

"AMPL’s intermediate format that also supports non-linear modeling."

I guess, the complexity of implementing this would be somewhere in between the .lp file format and the OSIL .xml format. It might be a good compromise, as it seems that both COIN-OR and gurobi have capabilities of working with the .nl format.

Resources:

• Wikipedia page with general description of the .nl format
• description of an .nl file format reader in C++
• the above page also contains a link to a PDF describing how to write the .nl file format in more detail

What do others think? Further format suggestions? Or objections?