External QPS reader
mtanneau opened this issue · comments
Waiting for update on JuliaSmoothOptimizers/QPSReader.jl#11 so we don't need to re-write an MPS parser.
Is there any reason to not depend upon MOI and just use the MOI.FileFormats.MPS reader?
The main issue with depending on MOI (besides performance, which isn't a real issue anyway) is that any change to the MPS reader, e.g., to support Free MPS format, or quadratic terms, would be contingent on making a new MOI release.
We can upstream patch releases of MOI with these changes. The reader should support free and fixed, but it probably isn't well tested. QP terms are annoying due to different MPS implementations, e.g., Gurobi != MOSEK.