Exporting matrices
So far, the optimization problem matrix is loaded in memory into Xpress without writing it out to a file (which would be expensive in terms of running time). However, in certain cases it is useful to export the model to an external file for debugging purposes or to load it into memory again at a later time. With Xpress, you have the choice between two matrix formats: extended MPS and extended LP format, the latter being in general more easily human-readable since constraints are printed in algebraic form.
To export a matrix in MPS format add the following line to your Python program, immediately before or instead of the optimization statement:
p.write("Folio.mps")
For exporting the matrix in an LP file format use the following:
p.write("Folio.lp")
Exported matrix files are created in the current working directory.
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