[FileFormats.MOF] add a flag to the file when use_nlp_block=false

[odow]

See https://discourse.julialang.org/t/mof-read-from-file-fails-when-using-moi-parameter-and-non-linear-constraints/126688

It'd be good if we could make this work:

using JuMP
using Ipopt
model = Model(Ipopt.Optimizer)
set_silent(model)
@variable(model, p ∈ MOI.Parameter(1.5))
@variable(model, p_prox)
@variable(model, x)
@constraint(model, con, p_prox == p)
@constraint(model, x * sin(p_prox) == 1)
@objective(model, Min, sum(x))
optimize!(model) # Works
@assert is_solved_and_feasible(model)
write_to_file(model, "test.mof.json")
model_test = read_from_file("test.mof.json"; use_nlp_block = false)
set_optimizer(model_test, Ipopt.Optimizer)
optimize!(model_test)

Reported by @andrewrosemberg

[odow]

Thoughts on what we should do here? #2688

[odow]

Regardless of what we choose here, I've updated the JuMP docs: jump-dev/JuMP.jl#3958.

We should probably still make the obvious thing work by default though, so it doesn't require a magic keyword.