[Coin-lpsolver] OsiClpSolverInterface: writing out problems with quadratic objectives

[Kish Shen]

Hi,

I have been adding support for quadratic objective functions to our interface to COIN/OSI based 
solvers.

I have now been able to setup and solve simple problems with  OsiClpSolverInterface. However,
when I write out the problem as an LP file (via wirteLpNative()) and  MPS files (via 
writeMpsNative() methods), I think the quadratic objective is missing:

The actual objective I set up is x0*x0, here is the actual lp file:

kish at badgerix:~/EclipseDev/icparc_solvers> more lp
\Problem name: 

Minimize
obj:Subject To
cons0:  x0 - x1 = 0
cons1:  x0 + x1 >= 3
Bounds
 x0 Free
 x1 Free
End

when I write out the same problem using CPLEX, I do get the quadratic objective.

I am able to solve the problem with CLP (by setting the quadratic objetive using ClpModel's
loadQuadraticObjective() method; as OSI does not provide support for quadratic objectives),
so the quadratic objective have definitely been loaded into the problem.

--Kish Shen