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Pyomo Gurobi solver parallel problems (indirect) #1567

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@Roytjoo

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@Roytjoo

If I use the gurobi solver and send 2 problems to the gurobi cloud solver via pyomo, two lp files are created in the temp directory. But after the optimizer returns with solution for the first problem it removes both of the lp files, and the solver crashes on the second problem since it is not possible to open the second lp file. Why are both of the lp files are removed? It looks like a bug.

The direct solver_io works, since it does not create a lp file, but it will cause some other issues performance wise.

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