OptimizerWithAttributes direct model constructor (#2614)

* OptimizerWithAttributes direct model constructor

* fix whitespace

* change implementation

* add test

* use current MOI

* change docstring according to pr feedback

src/JuMP.jl

@@ -329,6 +329,35 @@ function direct_model(backend::MOI.ModelLike)
     )
 end
 
+"""
+    direct_model(factory::MOI.OptimizerWithAttributes)
+
+Create a [`direct_model`](@ref) using `factory`, a `MOI.OptimizerWithAttributes`
+object created by [`optimizer_with_attributes`](@ref).
+
+## Example
+
+```julia
+model = direct_model(
+    optimizer_with_attributes(
+        Gurobi.Optimizer,
+        "Presolve" => 0,
+        "OutputFlag" => 1,
+    )
+)
+```
+is equivalent to:
+```julia
+model = direct_model(Gurobi.Optimizer())
+set_optimizer_attribute(model, "Presolve", 0)
+set_optimizer_attribute(model, "OutputFlag", 1)
+```
+"""
+function direct_model(factory::MOI.OptimizerWithAttributes)
+    optimizer = MOI.instantiate(factory)
+    return direct_model(optimizer)
+end
+
 Base.broadcastable(model::Model) = Ref(model)
 
 """

test/model.jl

@@ -609,6 +609,20 @@ function test_copy_direct_mode()
     @test_throws ErrorException JuMP.copy(model)
 end
 
+function test_direct_mode_using_OptimizerWithAttributes()
+    function fake_optimizer()
+        return MOIU.MockOptimizer(
+            MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
+        )
+    end
+
+    optimizer = optimizer_with_attributes(fake_optimizer, "a" => 1, "b" => 2)
+    model = JuMP.direct_model(optimizer)
+    @test model.moi_backend isa MOIU.MockOptimizer
+    @test MOI.get(model.moi_backend, MOI.RawParameter("a")) == 1
+    @test MOI.get(model.moi_backend, MOI.RawParameter("b")) == 2
+end
+
 function test_copy_expr_aff()
     model = Model()
     @variable(model, x)