Fix when solver doesn't support objective

[odow]

This example fails because HiGHS doesn't support VariableIndex objectives

using JuMP
import MultiObjectiveAlgorithms as MOA
import HiGHS
model = Model(() -> MOA.Optimizer(HiGHS.Optimizer))
set_silent(model)
set_attribute(model, MOA.Algorithm(), MOA.KirlikSayin())
@variable(model, x >= 0, Int)
@variable(model, y >= 0, Int)
@constraint(model, x + y >= 1)
@objective(model, Min, [x, y])
optimize!(model)

[odow]

We're missing a bridge: jump-dev/MathOptInterface.jl#2139

[odow]

#62 patched a fix. The real fix is to depend on the MOI bridge to do change the objective before it reaches MOA.

[mzy2240]

Might be a dumb question but do we support syntax like this?

@objective(model, Min, x)
@objective(model, Min, y)
optimize!(model)

[odow]

Might be a dumb question but do we support syntax like this?

No. Calling @objective a second time replaces the current objective.

[odow]

Closed by #63