Very cool! It’s clear a lot of work has gone into making reusable software, and I hope others find it useful.
For cross referencing, this isn’t the only JuMP extension for multiobjective MILP (Hierarchical multi-objective linear programming - #7 by XavierG), but the more the merrier as far as I’m concerned.
You should be aware that substantial changes will be needed to update your JuMP extension for JuMP 0.19. We have a lot on our plate at the moment, but post JuMP 0.19 we can also consider extending MathOptInterface to support multiple objectives, so that in the future no JuMP extensions would be needed to model multiobjective problems.