[Osi] OsiCpx writeLp not working

[Matthew Galati]

If I addCols to my OsiCpx object -- it correctly keeps the information 
in memory, however when I call writeLp it calls the native Osi writer 
and does not seem to have my new columns - it only has the original 
problem. I assume this once again has something to do with cached 
information.

One quick fix suggestion -- use Cpx's native LP writer just like we do 
for MPS. This is suggested in ticket 61.

void OsiCpxSolverInterface::writeLp(const char *filename,
                                    const char *extension,
                                    double epsilon,
                                    int numberAcross,
                                    int decimals,
                                    double objSense,
                                    bool useRowNames) const
{
  debugMessage("OsiCpxSolverInterface::writeLp(%s, %s, %g)\n", filename, 
extens\
ion, objSense);

  // *FIXME* : this will not output ctype information to the MPS file
  char filetype[4] = "LP";
  std::string f(filename);
  std::string e(extension);
  std::string fullname = f + "." + e;
  int err = CPXwriteprob( env_, getMutableLpPtr(), const_cast<char*>( 
fullname.\
c_str() ), filetype );
  checkCPXerror( err, "CPXwriteprob", "writeLp" );
}