Lexicographic default

[odow]

See https://discourse.julialang.org/t/highs-multi-objective-optimization-stuck-in-infinite-loop/131559?u=odow

[odow]

So the issue is that LexicographicAllPermutations defaults to true. We have a few options:

1. Do nothing. Solving a problem with 10 objectives by default will do 10! =3,628,800 solves
2. Throw a warning if there are 5 or more objectives
3. Change the default to false and make people opt-in.
4. Change the default to false if there are 5 or more objectives

There are some tradeoffs:

1. is clearly bad
2. works and is non-breaking, but people might ignore it
3. is breaking
4. is somewhat breaking, and might be confusing

Even though it's breaking, I'm in favor of (3). We could argue that this is a bug fix.

[kofgokhan]

In retrospect, I believe the default for AllPermutations should have probably been false.

I think the package is young enough to introduce breaking changes. I am not in favor of (4) since it will silently change behavior.

Could adding it as a constructor parameter be an option, perhaps?

set_attribute(model, MOA.Algorithm(), MOA.Lexicographic(all_permutations=true)) or set_attribute(model, MOA.Algorithm(), MOA.Lexicograhic(true))

[odow]

If we just changed the default, would anyone notice? I don't really want to make a 2.0 release just for this. We also don't make any claims about the number of solutions that are returned

[xgandibleux]

My preference is Option 2. Pros:No-breaking and users get a warning to remind the basics of lex-opt when d≥5.

[odow]

How's this: #138