Fixing dump model ops feature on Windows for MGX EP (microsoft#26395)

Fixing dump model ops feature for MIGraphX EP on Windows. The feature
wasn't functional because of saving format rules on Windows which are
opposite from Linux.

Current state of the feature gives us opportunity to generate and save
onnx model after subgraph optimizations before compiling it. On this way
we can look how model graph looks like after optimizations and we can
use the optimized model.

---------

Co-authored-by: Uros Petkovic <[email protected]>

Author: urpetkov-amd

onnxruntime/core/providers/migraphx/migraphx_execution_provider.cc

@@ -1082,9 +1082,13 @@ MIGraphXExecutionProvider::GetCapability(const onnxruntime::GraphViewer& graph_v
   // dump onnx file if environment var is set
   if (dump_model_ops_) {
     std::string model_name = graph_viewer.Name() + ".onnx";
-    std::ofstream ofs(model_name);
+    std::ofstream ofs(model_name, std::ios::binary);
+    if (!ofs.is_open()) {
+      ORT_THROW("Failed to open file to dump ONNX model: " + model_name);
+    }
     ofs.write(onnx_string_buffer.c_str(), onnx_string_buffer.size());
     ofs.close();
+    LOGS_DEFAULT(INFO) << "ONNX model dumped to " << model_name;
   }
 
   // This is a list of initializers that migraphx considers as constants.
@@ -1335,9 +1339,13 @@ Status MIGraphXExecutionProvider::Compile(const std::vector<FusedNodeAndGraph>&
 
     if (dump_model_ops_) {
       std::string onnx_name = fused_node.Name() + ".onnx";
-      std::ofstream ofs(onnx_name);
+      std::ofstream ofs(onnx_name, std::ios::binary);
+      if (!ofs.is_open()) {
+        ORT_THROW("Failed to open file to dump ONNX model: " + onnx_name);
+      }
       ofs.write(onnx_string_buffer.data(), onnx_string_buffer.size());
       ofs.close();
+      LOGS_DEFAULT(INFO) << "ONNX model dumped to " << onnx_name;
     }
 
     std::vector<std::string> input_names, output_names;