Hi.
I have a working - and long - R code to generate a mps file to be read by cplex.
Because I work with large instances I am finding troubles (too much time) in producing a large mps file.
Is there a way to take advantage on the mps file generator code to add directly (without need of file generation) the problem into Cplex through Rcplex, for example?
This is because I would like to avoid a reprogramming of the problem to callback cplex using other input styles.
Thanks in advance,