Remove copy_names argument

[odow]

A look at what this would look like. I still need to benchmark to cost of always trying to copy names.

Closes #1533

[odow]

Not sure if/how to benchmark this. It's going to depend on the solver. In most cases, this should be minimal. If it is, it needs to be fixed in the solver, or an option in the solver provided to skip supporting names.

[blegat]

If it turns out to be noticeable in performance, we can add a filter layer and an option to JuMP/CachingOptimizer to apply this layer to filter out the names. The question is : what would be the default ?
If the default would be to copy names then making this change later is non-breaking.
It seems to make sense to me that names would be copied by default. We can have a performance tips section in JuMP that recommends things like "unset the copy of names, use direct mode, ...". We could even have an option to not even set the names to the moi_backend from JuMP but these will not be the default and we will wait to have a confincing benchmark first and can be done post v1.0 as non-breaking.

[odow]

Yeah there are multiple ways to improve performance later, whether that's adding a new layer, adding an option to JuMP, or adding an option to the solver. Either way, I don't think a copy_names argument is the answer.

[blegat]

Yes, we should aim at having a copy_to with only 2 arguments. Otherwise we are pushing additional complexity to all the solver wrappers.