Add read/write MPS and relaxation to python API

cpp/include/cuopt/linear_programming/optimization_problem.hpp

@@ -304,6 +304,13 @@ class optimization_problem_t {
    */
   void set_row_names(const std::vector<std::string>& row_names);
 
+  /**
+   * @brief Write the problem to an MPS formatted file
+   *
+   * @param[in] mps_file_path Path to the MPS file to write
+   */
+  void write_to_mps(const std::string& mps_file_path);
+
   i_t get_n_variables() const;
   i_t get_n_constraints() const;
   i_t get_nnz() const;

cpp/include/cuopt/linear_programming/solve.hpp

@@ -25,6 +25,7 @@
 #include <cuopt/linear_programming/solver_settings.hpp>
 #include <cuopt/linear_programming/utilities/internals.hpp>
 #include <mps_parser/mps_data_model.hpp>
+#include <string>
 #include <vector>
 
 namespace cuopt::linear_programming {

cpp/include/cuopt/linear_programming/utilities/cython_solve.hpp

@@ -22,10 +22,10 @@
 #include <cuopt/linear_programming/pdlp/solver_solution.hpp>
 #include <cuopt/linear_programming/solver_settings.hpp>
 #include <cuopt/linear_programming/utilities/internals.hpp>
+#include <memory>
 #include <mps_parser/data_model_view.hpp>
 #include <raft/core/handle.hpp>
-
-#include <memory>
+#include <string>
 #include <utility>
 #include <vector>
 

cpp/libmps_parser/CMakeLists.txt

@@ -78,7 +78,9 @@ add_library(mps_parser SHARED
   src/data_model_view.cpp
   src/mps_data_model.cpp
   src/mps_parser.cpp
+  src/mps_writer.cpp
   src/parser.cpp
+  src/writer.cpp
   src/utilities/cython_mps_parser.cpp
 )
 

cpp/libmps_parser/include/mps_parser/data_model_view.hpp

@@ -186,6 +186,20 @@ class data_model_view_t {
    * @param[in] problem_name Problem name value.
    */
   void set_problem_name(const std::string& problem_name);
+  /**
+   * @brief Set the variables names.
+   * @note Setting before calling the solver is optional.
+   *
+   * @param[in] variable_names Variable names values.
+   */
+  void set_variable_names(const std::vector<std::string>& variables_names);
+  /**
+   * @brief Set the row names.
+   * @note Setting before calling the solver is optional.
+   *
+   * @param[in] row_names Row names value.
+   */
+  void set_row_names(const std::vector<std::string>& row_names);
   /**
    * @brief Set the constraints lower bounds.
    * @note Setting before calling the solver is optional if you set the row type, else it's
@@ -350,6 +364,19 @@ class data_model_view_t {
    */
   span<f_t const> get_initial_dual_solution() const noexcept;
 
+  /**
+   * @brief Get the variable names
+   *
+   * @return span<std::string const>
+   */
+  const std::vector<std::string>& get_variable_names() const noexcept;
+  /**
+   * @brief Get the row names
+   *
+   * @return span<std::string const>
+   */
+  const std::vector<std::string>& get_row_names() const noexcept;
+
   /**
    * @brief Get the problem name
    *
@@ -404,6 +431,8 @@ class data_model_view_t {
   span<char const> row_types_;
   std::string objective_name_;
   std::string problem_name_;
+  std::vector<std::string> variable_names_;
+  std::vector<std::string> row_names_;
   span<f_t const> constraint_lower_bounds_;
   span<f_t const> constraint_upper_bounds_;
 

cpp/libmps_parser/include/mps_parser/mps_writer.hpp

@@ -0,0 +1,59 @@
+/*
+ * SPDX-FileCopyrightText: Copyright (c) 2025 NVIDIA CORPORATION & AFFILIATES. All rights
+ * reserved. SPDX-License-Identifier: Apache-2.0
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+#pragma once
+
+#include <mps_parser/data_model_view.hpp>
+
+#include <stdarg.h>
+#include <limits>
+#include <string>
+#include <unordered_map>
+#include <unordered_set>
+#include <vector>
+
+namespace cuopt::mps_parser {
+
+/**
+ * @brief Main writer class for MPS files
+ *
+ * @tparam f_t  data type of the weights and variables
+ * @tparam i_t  data type of the indices
+ */
+template <typename i_t, typename f_t>
+class mps_writer_t {
+ public:
+  /**
+   * @brief Ctor. Takes a data model view as input and writes it out as a MPS formatted file
+   *
+   * @param[in] problem Data model view to write
+   * @param[in] file Path to the MPS file to write
+   */
+  mps_writer_t(const data_model_view_t<i_t, f_t>& problem);
+
+  /**
+   * @brief Writes the problem to an MPS formatted file
+   *
+   * @param[in] mps_file_path Path to the MPS file to write
+   */
+  void write(const std::string& mps_file_path);
+
+ private:
+  const data_model_view_t<i_t, f_t>& problem_;
+};  // class mps_writer_t
+
+}  // namespace cuopt::mps_parser

cpp/libmps_parser/include/mps_parser/writer.hpp

@@ -0,0 +1,38 @@
+/*
+ * SPDX-FileCopyrightText: Copyright (c) 2025, NVIDIA CORPORATION & AFFILIATES. All rights
+ * reserved. SPDX-License-Identifier: Apache-2.0
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+#pragma once
+
+#include <mps_parser/data_model_view.hpp>
+
+// TODO: we might want to eventually rename libmps_parser to libmps_io
+// (or libcuopt_io if we want to support other hypothetical formats)
+namespace cuopt::mps_parser {
+
+/**
+ * @brief Writes the problem to an MPS formatted file
+ *
+ * Read this link http://lpsolve.sourceforge.net/5.5/mps-format.htm for more
+ * details on both free and fixed MPS format.
+ *
+ * @param[in] problem The problem data model view to write
+ * @param[in] mps_file_path Path to the MPS file to write
+ */
+template <typename i_t, typename f_t>
+void write_mps(const data_model_view_t<i_t, f_t>& problem, const std::string& mps_file_path);
+
+}  // namespace cuopt::mps_parser

cpp/libmps_parser/src/data_model_view.cpp

@@ -198,6 +198,19 @@ void data_model_view_t<i_t, f_t>::set_problem_name(const std::string& problem_na
   problem_name_ = problem_name;
 }
 
+template <typename i_t, typename f_t>
+void data_model_view_t<i_t, f_t>::set_variable_names(
+  const std::vector<std::string>& variables_names)
+{
+  variable_names_ = variables_names;
+}
+
+template <typename i_t, typename f_t>
+void data_model_view_t<i_t, f_t>::set_row_names(const std::vector<std::string>& row_names)
+{
+  row_names_ = row_names;
+}
+
 template <typename i_t, typename f_t>
 span<const f_t> data_model_view_t<i_t, f_t>::get_constraint_matrix_values() const noexcept
 {
@@ -306,6 +319,18 @@ bool data_model_view_t<i_t, f_t>::get_sense() const noexcept
   return maximize_;
 }
 
+template <typename i_t, typename f_t>
+const std::vector<std::string>& data_model_view_t<i_t, f_t>::get_variable_names() const noexcept
+{
+  return variable_names_;
+}
+
+template <typename i_t, typename f_t>
+const std::vector<std::string>& data_model_view_t<i_t, f_t>::get_row_names() const noexcept
+{
+  return row_names_;
+}
+
 // QPS-specific getter implementations
 template <typename i_t, typename f_t>
 span<const f_t> data_model_view_t<i_t, f_t>::get_quadratic_objective_values() const noexcept