Keep in mind that if an application using the ILOG CPLEX Component Libraries reads an MPS or LP file, then some other program must generate that formatted file. The data structures used to generate the file can almost certainly be used directly to build the problem-populating arrays for
CPXcopylp
or
CPXaddrows
--a choice resulting in less coding and a faster, more efficient application.
In short, formatted files are useful for prototyping your application. For production purposes, assembly of data arrays in memory may be a better enhancement.