In a Java program, create an automobile class that will be used by a dealership as a vehicle inventory program. The following attributes should be present in your automobile class: private string make, private string model, private string color, private int year, private int mileage.

Your program should have appropriate methods such as: constructor, add a new vehicle, remove a vehicle, update vehicle attributes.

At the end of your program, it should allow the user to output all vehicle inventory to a text file.