Add test for writing mps.gz files

[odow]

Closes #199

[codecov[bot]]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (9532746) 84.18% compared to head (c99af7e) 84.30%.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## master #200 +/- ## ========================================== + Coverage 84.18% 84.30% +0.11% ========================================== Files 3 3 Lines 1695 1695 ========================================== + Hits 1427 1429 +2 + Misses 268 266 -2 ```

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