Different MIP backend implement write_lp, write_mps in different ways, in particular regarding filenames (is the extension ".lp" added?) and what they do regarding the objective sense (min/max).
Document this and unify if possible.
In particular, compare for the COIN backend's and the GLPK backend's write_lp output for maximization problems.
Component: numerical
Issue created by migration from https://trac.sagemath.org/ticket/21498