Add a function set_parameter that sets the RawParameter attribute that will be added in MOI v0.9: https://github.com/JuliaOpt/MathOptInterface.jl/pull/733
Once this is in place, we should strongly consider removing with_optimizer (and adding any necessary helper functions to make the transition easier).
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Once this is in place, we should strongly consider removing
with_optimizer(and adding any necessary helper functions to make the transition easier).