[FileFormats] fix and test MOI.supports of MOI.ObjectiveFunction #5331

Job	Run time
Julia nightly - ubuntu-latest-x64 - General;Benchmarks;FileFormats;Nonlinear	8m 27s
Julia 1 - windows-latest-x64 - General;Benchmarks;FileFormats;Nonlinear	14m 22s
Julia 1 - ubuntu-latest-x64 - General;Benchmarks;FileFormats;Nonlinear	1s
Julia 1 - windows-latest-x64 - Bridges	7m 8s
Julia nightly - ubuntu-latest-x64 - Bridges	1s
Julia 1 - ubuntu-latest-x86 - General;Benchmarks;FileFormats;Nonlinear	4m 6s
Julia 1.6 - ubuntu-latest-x64 - General;Benchmarks;FileFormats;Nonlinear	2m 57s
Julia 1 - ubuntu-latest-x64 - Bridges	14m 22s
Julia 1.6 - ubuntu-latest-x64 - Bridges	7m 21s
Julia nightly - ubuntu-latest-x64 - Bridges/Constraint;Bridges/Objective;Bridges/Variable	14m 22s
Julia 1 - windows-latest-x64 - Bridges/Constraint;Bridges/Objective;Bridges/Variable	7m 6s
Julia 1 - ubuntu-latest-x64 - Bridges/Constraint;Bridges/Objective;Bridges/Variable	6m 40s
Julia 1 - ubuntu-latest-x86 - Bridges	14m 22s
Julia 1.6 - ubuntu-latest-x64 - Bridges/Constraint;Bridges/Objective;Bridges/Variable	14m 22s
Julia 1 - ubuntu-latest-x86 - Bridges/Constraint;Bridges/Objective;Bridges/Variable	1s
Julia 1 - windows-latest-x64 - Utilities	14m 22s
Julia 1 - ubuntu-latest-x86 - Utilities	1s
Julia 1 - ubuntu-latest-x64 - Test	1s
Julia 1.6 - ubuntu-latest-x64 - Utilities	1s
Julia nightly - ubuntu-latest-x64 - Utilities	1s
Julia nightly - ubuntu-latest-x64 - Test	14m 22s
Julia 1 - ubuntu-latest-x64 - Utilities	1s
Julia 1 - ubuntu-latest-x86 - Test	1s
Julia 1.6 - ubuntu-latest-x64 - Test	1s
Julia 1 - windows-latest-x64 - Test	1s
	2h 24m 30s

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