Oscar Dowson

Closing as stale. Will leave #863 open.

> > What's breaking about this PR? > > We change the formulation of an existing bridge. The current bridge is broken. This is a bug-fix. And it doesn't change...

Closing since we've updated to JuliaFormatter v1.0. Formatting the docstrings is a low priority, it's blocked upstream with no ETA, and no one has ever requested it.

I'm tempted to close this issue. We now have an option to skip the most expensive parts (name creation). Skipping JuMP-level constructors altogether is too magical. If people are running...

The original problem is now: ```julia julia> using JuMP, Gurobi julia> function create_model(I, T = 10000) model = Model(Gurobi.Optimizer; add_bridges = false) set_time_limit_sec(model, 0.001) @variable(model, 0 GC.gc() julia> @time model...

I'm back at this in #3176. Here's a related project that we should look to for ideas: https://pymoo.org. It's a bit limited though. It supports only `minimize` of a vector...

## Single objective sense * Gurobi, CPLEX, and Xpress support multiple objectives, but require weights (and/or priorities) * CPLEX's extension to the [LP file format](https://www.ibm.com/docs/en/icos/12.10.0?topic=representation-multiobjective-optimization-in-lp-file-format) and [MPS file format](https://www.ibm.com/docs/en/icos/12.10.0?topic=extensions-multiobjective-optimization-in-mps-files) (can...

> You can specify both weights and priorities for the objectives Yeah. I haven't tested, but this should work: ```julia set_optimizer_attribute.( model, Gurobi.MultiObjectivePriority.(1:3), [2, 1, 1], ) set_optimizer_attribute.( model, Gurobi.MultiObjectiveWeight.(1:3),...

> But the algorithm for hierarchical objectives is easy enough to implement on top of any (LP/MIP) solver, so it could make sense to implement some kind of wrapper for...

> These last months, we have extended HiGHS to 2LP Nice :smile: Is there a link to the code? Does it support independent objective senses?