Export variable and constraint names in LP files

[olivierjuan]

A small modification to export LP files with variable and constraint names.
Gurobi is able to read the generated LP files.

This modification does not apply to polar export.
I'm ready to improve the code if needed

This is related to issue #157

[olivierjuan]

I'll fix the tests first

[olivierjuan]

I added a new io_api type called "lp-debug" to write lp file with variable and constraint names. I don't know if you will like that approach. I can replace it by an extra argument to the function to_file instead if you prefer.

[FabianHofmann]

pretty cool @olivierjuan! Thank you for your contribution! I would suggest to have an extra argument for this and raise an error if a non-supported io-api is passed. Could you check whether this has any impact on the regular lp file writing?

[olivierjuan]

Ok. I'm on it

[olivierjuan]

@FabianHofmann , I extended it to lp-polars too, and added tests to check with and without variable names.
A variable name is now passed with the following pattern '{name}#{index}' to maintain the logic of extracting the index of the variable from the name. (same for the constraint). This makes the export compatible with solving.
It seems to me that it is now feasible to extend it to direct io_api. Do you want me to try it ?
BTW, that will add it also to MPS file.

[olivierjuan]

Well I did it in the end.
So the variable and constraint names can be transfered to the solver either for lp, lp-polars, mps or direct api.

Only CBC and GLPK are incompatible (if trying to solve with_names=True and with one of these solvers, a warning will be printed and the option will be deactivated).
I couldn't test it with mindopt due to issues with my mindopt license. But all other solvers work fine

[FabianHofmann]

Wow, well done @olivierjuan ! I promise to have a look soon and then we can merge it 🚀