Some solvers don't support delete

[odow]

julia> model = Model(() -> MOA.Optimizer(Ipopt.Optimizer))
A JuMP Model
Feasibility problem with:
Variables: 0
Model mode: AUTOMATIC
CachingOptimizer state: EMPTY_OPTIMIZER
Solver name: MOA[algorithm=MultiObjectiveAlgorithms.Lexicographic, optimizer=Ipopt]

julia> set_optimizer_attribute(model, MOA.Algorithm(), MOA.EpsilonConstraint())

julia> set_optimizer_attribute(model, MOA.EpsilonConstraintStep(), 0.0001)

julia> set_silent(model)

julia> @variable(model, 0 <= w[1:size(R, 2)] <= 1)
2-element Vector{VariableRef}:
 w[1]
 w[2]

julia> @constraint(model, sum(w) == 1)
w[1] + w[2] = 1.0

julia> @objective(model, Min, [sum(Q * w), -μ' * w])
2-element Vector{AffExpr}:
 0.001281759497122053 w[1] + 0.005981451347159874 w[2]
 -0.05470748600000001 w[1] - 0.18257110599999998 w[2]

julia> optimize!(model)
ERROR: MathOptInterface.DeleteNotAllowed{MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}}}: Deleting the index MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}}(2) cannot be performed. You may want to use a `CachingOptimizer` in `AUTOMATIC` mode or you may need to call `reset_optimizer` before doing this operation if the `CachingOptimizer` is in `MANUAL` mode.
Stacktrace:
  [1] delete(model::Ipopt.Optimizer, index::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
    @ MathOptInterface ~/.julia/packages/MathOptInterface/NCblk/src/indextypes.jl:145
  [2] delete(model::MultiObjectiveAlgorithms.Optimizer, ci::MathOptInterface.ConstraintIndex{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.LessThan{Float64}})
    @ MultiObjectiveAlgorithms ~/.julia/packages/MultiObjectiveAlgorithms/IhQGz/src/MultiObjectiveAlgorithms.jl:427
  [3] optimize_multiobjective!(algorithm::MultiObjectiveAlgorithms.Hierarchical, model::MultiObjectiveAlgorithms.Optimizer)
    @ MultiObjectiveAlgorithms ~/.julia/packages/MultiObjectiveAlgorithms/IhQGz/src/algorithms/Hierarchical.jl:126
  [4] optimize_multiobjective!(algorithm::MultiObjectiveAlgorithms.EpsilonConstraint, model::MultiObjectiveAlgorithms.Optimizer)
    @ MultiObjectiveAlgorithms ~/.julia/packages/MultiObjectiveAlgorithms/IhQGz/src/algorithms/EpsilonConstraint.jl:78
  [5] optimize!(model::MultiObjectiveAlgorithms.Optimizer)
    @ MultiObjectiveAlgorithms ~/.julia/packages/MultiObjectiveAlgorithms/IhQGz/src/MultiObjectiveAlgorithms.jl:439
  [6] optimize!
    @ ~/.julia/packages/MathOptInterface/NCblk/src/Bridges/bridge_optimizer.jl:376 [inlined]
  [7] optimize!
    @ ~/.julia/packages/MathOptInterface/NCblk/src/MathOptInterface.jl:83 [inlined]
  [8] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{MultiObjectiveAlgorithms.Optimizer}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
    @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/NCblk/src/Utilities/cachingoptimizer.jl:316
  [9] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::Base.Iterators.Pairs{Union{}, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
    @ JuMP ~/.julia/packages/JuMP/7XtRG/src/optimizer_interface.jl:480
 [10] optimize!(model::Model)
    @ JuMP ~/.julia/packages/JuMP/7XtRG/src/optimizer_interface.jl:458
 [11] top-level scope
    @ REPL[365]:1