How do I write an MPS model file from a third-party API?

Be careful when using a third-party API to write a model file

Many users call the Gurobi solver through third-party APIs like JuMP.jl, CVXPY, or Pyomo. Such tools may not provide a way to write an MPS model file to disk. Even if the interface is able to write an MPS file, the model file is likely constructed by the third-party API, not Gurobi's internal file-writer. As a result, the generated MPS model file will almost certainly not match the model stored internally by Gurobi.

Use Gurobi to write a model file

When using third-party solver interfaces, you can direct Gurobi to write an MPS file by setting the GURO_PAR_DUMP parameter to 1. 

If you are not sure how to pass parameters to the third-party API or if the API doesn't allow you to set this parameter, you can use a Gurobi environment file. This involves creating a text file named gurobi.env in the current working directory for your application (the directory where you launch the process). The gurobi.env file should contain the following line:

GURO_PAR_DUMP 1

When the optimization starts, the solver generates the following files in the current working directory: gurobi.mps, gurobi.prm, and gurobi.attr. To anonymize the names of variables and constraints in the MPS model file, you can additionally add the line IGNORENAMES 1 to the gurobi.env file.

Limitations

• The generated files are overwritten by the most recent optimization run.
• The GURO_PAR_DUMP parameter is not supported with Gurobi Instant Cloud.

Further information

• How do I set parameters in Gurobi?
• Switching to Gurobi: Exporting MPS Files
• How do I upload or send files to Gurobi Support?
• How do I export a model from Gurobi?
• What are the differences between LP and MPS file formats?
• How do I get similar performance from Gurobi based on parameters tuned for another solver?