MOI: Re-evaluate custom bridge & `direct_model(...)` bridging

Ah. I’ve just put your two questions together: JuMP: Multiplicative parameters for LP

Yes, that’s an elegant way to go about it: for solvers not supporting quadratics, add a bridge from quadratic to linear that checks for fixed variables in final_touch :smile:

Open an issue or a PR at MathOptInterface.jl if you get stuck and I can point you in the right direction.

@blegat and @joaquimg will be interested/impressed.