Is there any document explaining how to migrate from veritas DMP to
MpxIO?

This what I did and i was successfull to a certain extent,but am not
sure if  this the best practice.

1)unmounted the fs and stopped all volumes under the DiskGroup which
are under the dmp
2) deported the diskgroups that are on dmp (vxdg deport dg)
3) modified the /kernel/drv/fp.conf to mpxio_disbale=no
4) did stmsboot -e (system reboots)
5) System reboots and finds the devices
6) import the diskgroup
7) start the volumes

Cheers
CG