I am working on a Linear Programming Formulation where I require some variables to take values from a predefined set. I was pointed out to use the CBC Lotsize Variable Type (https://github.com/coin-or/Cbc/discussions/516#discussioncomment-3007885). However the CBC C++ libraries use MPS format to be fed into them. I am not finding any way to create MPS file of my formulation. Please suggest the way forward...
FYI: Another similar request to Gurobi is pending: https://support.gurobi.com/hc/en-us/community/posts/9160893511185-Requesting-a-new-type-of-variable-introduction
The best way is to use Gurobi for modelling the entire formulation. Then save the model in any formal you wish.
Gurobi supports saving the mathematical model in .lp , .mps as well as many other formats...