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I added some modifications (cheesecakeball/Osi@f268a9d) in Osi to read mps with quadratic objective and added the quadratic objective to the model. I also committed that in my Github. I can successfully compile it, but the reading process is not working well. I will keep testing and improving this tomorrow.
We need to implement the interface for quadratic objective function in Osi. @cheesecakeball is implementing this in https://github.com/cheesecakeball/Osi/tree/dev/qp.
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