You must decide which approach to populating the problem object is best for your application. Reading an MPS or LP file may reduce the coding effort but can increase the run-time and disk-space requirements of the program. Building the problem in memory and then calling CPXcopylp avoids time consuming disk-file reading. Using the routines CPXnewcols, CPXnewrows, CPXaddcols, CPXaddrows, and CPXchgcoeflist can lead to modular code that may be more easily maintained than if you assemble all model data in one step.
Another consideration is that if the Callable Library application reads an MPS or LP formatted file, usually another application is required to generate that file. Particularly in the case of MPS files, the data structures used to generate the file could almost certainly be used to build the problem-defining arrays for CPXcopylp directly. The result would be less coding and a faster, more efficient application. These observations suggest that formatted files may be useful when prototyping your application, while assembling the arrays in memory may be a useful enhancement for a production application.
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