I am interested in the .MPS format, usually used in Linear Programming problems (see here).

When importing a file in the .MPS format, Mathematica returns a list

{ObjectiveFunction, Constraints, Variables}

which can be used with NMinimize or NMaximize to solve the Linear Programming Problem.

Given an ObjectiveFunction and a set of constraints, is it possible to export the system into a file in the format .MPS ready to be imported in another computer?


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