MultiJuMP.jl - linear models

I haven’t looked in detail to what method they actually use, but a common solution method is the non inferior set estimation method.

Cohon, J. L., Church, R. L., & Sheer, D. P. (1979). Generating multiobjective
trade‐offs: An algorithm for bicriterion problems. Water Resources Research,
15(5), 1001-1010.

Essentially, you solve the two extemes, and then pick a weight such that the new objective function is parallel to the line connecting the two solutions. Then you can recurse into each new facet. There are probably some better graphical explanations online somewhere other than the paper.