feat(xpress): add direct API support via loadproblem

doc/release_notes.rst

@@ -43,6 +43,7 @@ Most users should keep calling ``model.solve(...)``. If you want more control, y
 **Performance**
 
 * ~10× faster direct solver communication (``io_api="direct"``), thanks to the new CSR-based matrix construction. Conversion helpers like ``to_highspy`` benefit too.
+* Xpress now supports ``io_api="direct"``: the linopy model is loaded via the native ``loadproblem`` array API instead of being serialised through an LP/MPS file, with SOS constraints attached in-place. Adds ``model.to_xpress()`` matching the existing ``to_gurobipy`` / ``to_highspy`` / ``to_mosek`` helpers.
 * Writing the solution back to the model after solving is faster: it no longer rebuilds the constraint matrix, and now uses positional (rather than label-based) indexing — roughly 2× faster overall.
 
 **Deprecations**
@@ -57,7 +58,7 @@ Most users should keep calling ``model.solve(...)``. If you want more control, y
 
 **Internal**
 
-* Each ``Solver`` subclass now overrides at most three hooks: ``_build_direct`` (build the native model), ``_run_direct`` (run it), and ``_run_file`` (run the solver on an LP/MPS file). File-only solvers (CBC, GLPK, CPLEX, SCIP, Xpress, Knitro, COPT, MindOpt) only override ``_run_file``.
+* Each ``Solver`` subclass now overrides at most three hooks: ``_build_direct`` (build the native model), ``_run_direct`` (run it), and ``_run_file`` (run the solver on an LP/MPS file). File-only solvers (CBC, GLPK, CPLEX, SCIP, Knitro, COPT, MindOpt) only override ``_run_file``.
 * New ``ConstraintLabelIndex`` cached on ``Model.constraints`` (mirrors the existing ``Variables.label_index``); ``ConstraintBase`` gains ``active_labels()`` and a ``range`` property; ``CSRConstraint`` exposes ``coords``.
 * ``linopy.common`` gains ``values_to_lookup_array``; the legacy pandas-based helpers ``series_to_lookup_array`` and ``lookup_vals`` are removed.
 ``model.to_gurobipy()`` / ``model.to_highspy()`` / ``to_cupdlpx(model)`` (and similar) all return the underlying solver model as before; internally they now go through ``Solver.from_model(model, io_api="direct")``. No user-visible change.

linopy/io.py

@@ -685,6 +685,21 @@ def to_highspy(
     return solver.solver_model
 
 
+def to_xpress(
+    m: Model,
+    explicit_coordinate_names: bool = False,
+    set_names: bool = True,
+) -> Any:
+    """Build the xpress.problem instance for `m`."""
+    solver = solvers.Xpress.from_model(
+        m,
+        io_api="direct",
+        explicit_coordinate_names=explicit_coordinate_names,
+        set_names=set_names,
+    )
+    return solver.solver_model
+
+
 def to_cupdlpx(m: Model) -> cupdlpxModel:
     """Build the cupdlpx.Model for `m`."""
     solver = solvers.cuPDLPx.from_model(m, io_api="direct")

linopy/model.py

@@ -71,6 +71,7 @@
     to_highspy,
     to_mosek,
     to_netcdf,
+    to_xpress,
 )
 from linopy.matrices import MatrixAccessor
 from linopy.objective import Objective
@@ -2116,4 +2117,6 @@ def reset_solution(self) -> None:
 
     to_cupdlpx = to_cupdlpx
 
+    to_xpress = to_xpress
+
     to_block_files = to_block_files