[FileFormats.LP] read files with [] in names

[odow]

This came up during the HiGHS developer call.

CVXPY was writing LP files that contained []: cvxpy/cvxpy#3282

HiGHS failed. JuMP does too:

julia> using JuMP

julia> write("/tmp/test.lp", "minimize x[1]\nst\nc:x[1] >= 0\nend")
32

julia> read_from_file("/tmp/test.lp")
ERROR: Error parsing LP file on line 1:
minimize x[1]
          ^
Got the symbol `[`. We expected this token to be a keyword defining a new section.
Stacktrace:

But Gurobi runs without a problem.

I think we should keep the current behaviour of replacing [] with _ during write because technically they are not valid LP files.

The argument for reading them is that x[1,2] is a fairly common naming convention.