Implement save function

tests/instance/test_picklegz.py

@@ -1,10 +1,16 @@
 #  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
 #  Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
+
 import tempfile
+from typing import cast, IO
 
 from miplearn.instance.picklegz import write_pickle_gz, PickleGzInstance
 from miplearn.solvers.gurobi import GurobiSolver
+from miplearn import save
+from os.path import exists
+import gzip
+import pickle
 
 
 def test_usage() -> None:
@@ -14,3 +20,14 @@ def test_usage() -> None:
     pickled = PickleGzInstance(file.name)
     pickled.load()
     assert pickled.to_model() is not None
+
+
+def test_save() -> None:
+    objs = [1, "ABC", True]
+    with tempfile.TemporaryDirectory() as dirname:
+        filenames = save(objs, dirname)
+        assert len(filenames) == 3
+        for (idx, f) in enumerate(filenames):
+            assert exists(f)
+            with gzip.GzipFile(f, "rb") as file:
+                assert pickle.load(cast(IO[bytes], file)) == objs[idx]