Add Gurobi Support

[ctriley]

I was wondering if this library could be made to call Gurobi by partnering with the already existing https://github.com/ykrist/rust-grb

[lovasoa]

This library can already use gurobi through the lp-solvers feature flag.

One could add a direct binding, but it would be harder to test on ci without a valid gurobi license...

[MartinBagaram]

How do you intercept the LP file generated when using lp-solvers? I just want to build the LP model and then use it with multiple commercial solvers of my liking.

[mfuhr]

How do you intercept the LP file generated when using lp-solvers? I just want to build the LP model and then use it with multiple commercial solvers of my liking.

The to_lp_file_format, display_lp, and to_tmp_file methods of the LpProblem trait might be helpful.

[MartinBagaram]

@mfuhr Is there a minimum code example of how to do this? I have not managed to generate the LP file.
I also think this should be an option for the user to just generate the LP file.
Thank you

[Tobi-Huf]

Can someone provide insights on whether integrating Gurobi with lp-solvers (LP file) is faster compared to directly embedding the grb crate? I only mean the time it takes to build the model.