Converting vector arrays into .MPS files with C++
<p>I'm trying to use Coin-OR's linear-programming (LP) software to solve a series of linear programs.  Most of the data for each program is contained in a couple of .csv files, but some of the data needs to be revised every time I run the linear optimization.</p>

<p>It looks like I can only ask Coin-OR's LP solver to read .MPS files, and it's possible to build a .MPS file separately using a program like AMPL.  But given that I'm trying to run an automated, iterated series of these optimizations, it's not feasible just to build a single problem instance with AMPL or Gurobi and then call the solver on the resulting .MPS file; I need the file to change with every problem, possibly thousands or millions of times.</p>

<p>So does anyone know if there's a C++ library that can convert vector arrays or other standard C++ data structures into .MPS files?  Alternatively, is there a way that I can specify these data structures as inputs for Coin-OR's LP solver?</p>