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FileFormats.MPS: add option to not write OBJSENSE #1806

@odow

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@odow

Introduced in #1391, but broke joaquimg/BilevelJuMP.jl#170.

We should add an option to skip

if MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
println(io, "OBJSENSE MAX")
else
println(io, "OBJSENSE MIN")
end

and negate the objective coefficients.

cc @joaquimg

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