Added blending and lexicographic handling of multiple linear objectives #2335

Job	Run time
debug (macos-latest)	10m 33s
debug_all_tests (macos-latest)	15m 43s
debug64 (macos-latest)	7m 53s
debug64_all_tests (macos-latest)	11m 1s
release_all_tests (macos-latest)	14m 19s
release (macos-latest)	10m 38s
Release64 (macos-latest)	8m 45s
Release64_all_tests (macos-latest)	11m 17s
	1h 30m 9s

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