[docs] set linkcheck=true during HTML build (#2098)

Author: odow

docs/make.jl

@@ -128,7 +128,10 @@ end
         mathengine = Documenter.MathJax2(),
         collapselevel = 1,
     ),
+    clean = true,
     strict = true,
+    linkcheck = true,
+    linkcheck_ignore = ["MathOptInterface.pdf"],
     modules = [MathOptInterface],
     checkdocs = :exports,
     doctest = _FIX ? :fix : true,

docs/src/changelog.md

@@ -1156,7 +1156,7 @@ This release contains backports from the ongoing development of the v0.10 releas
 - The `MOIU.@model` and `MOIB.@bridge` macros now support functions and sets
   defined in external modules. As a consequence, function and set names in the
   macro arguments need to be prefixed by module name.
-- Rename functions according to the [JuMP style guide](http://www.juliaopt.org/JuMP.jl/latest/style.html):
+- Rename functions according to the [JuMP style guide](https://jump.dev/JuMP.jl/stable/developers/style/):
   * `copy!` with keyword arguments `copynames` and `warnattributes` ->
     `copy_to` with keyword arguments `copy_names` and `warn_attributes`;
   * `set!` -> `set`;

docs/src/manual/solutions.md

@@ -110,7 +110,7 @@ Mixed-integer programming solvers fall into this category.
 | `CPXMIP_OPTIMAL_INFEAS`                          | `ALMOST_OPTIMAL`          | 1             | `INFEASIBLE_POINT` | `NO_SOLUTION` |
 
 !!! info
-    [`CPXMIP_OPTIMAL_INFEAS`](https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.6.1/ilog.odms.cplex.help/refcallablelibrary/macros/CPXMIP_OPTIMAL_INFEAS.html)
+    [`CPXMIP_OPTIMAL_INFEAS`](https://www.ibm.com/docs/en/SSSA5P_12.6.1/ilog.odms.cplex.help/refcallablelibrary/macros/CPXMIP_OPTIMAL_INFEAS.html)
     is a CPLEX status that indicates that a preprocessed problem was solved to
     optimality, but the solver was unable to recover a feasible solution to the
     original problem. Handling this status was one of the motivating drivers

docs/src/submodules/Test/overview.md

@@ -206,8 +206,7 @@ give the wrong answer.
 
 **Step 1**
 
-Install the `MathOptInterface` julia package in `dev` mode
-([ref](https://julialang.github.io/Pkg.jl/v1/managing-packages/#developing-1)):
+Install the `MathOptInterface` julia package in [`dev` mode](https://pkgdocs.julialang.org/v1/managing-packages/#developing-1):
 ```julia
 julia> ]
 (@v1.6) pkg> dev MathOptInterface
@@ -222,7 +221,7 @@ machine).
 **Step 3**
 
 Since the double-optimize error involves solving an optimization problem,
-add a new test to [src/Test/UnitTests/solve.jl](https://github.com/jump-dev/MathOptInterface.jl/blob/master/src/Test/UnitTests/solve.jl):
+add a new test to [src/Test/test_solve.jl](https://github.com/jump-dev/MathOptInterface.jl/blob/master/src/Test/test_solve.jl):
 ```julia
 """
     test_unit_optimize!_twice(model::MOI.ModelLike, config::Config)
@@ -309,4 +308,4 @@ submit the PR for review.
 
 !!! tip
     If you need help writing a test, [open an issue on GitHub](https://github.com/jump-dev/MathOptInterface.jl/issues/new),
-    or ask the [Developer Chatroom](https://gitter.im/JuliaOpt/JuMP.jl)
+    or ask the [Developer Chatroom](https://app.gitter.im/#/room/#JuliaOpt_JuMP-dev:gitter.im)

docs/src/tutorials/mathprogbase.md

@@ -20,7 +20,7 @@ as a modeling interface instead.
 
 !!! tip
     If you haven't used JuMP before, start with the tutorial
-    [Getting started with JuMP](https://jump.dev/JuMP.jl/stable/tutorials/Getting%20started/getting_started_with_JuMP/)
+    [Getting started with JuMP](https://jump.dev/JuMP.jl/stable/tutorials/getting_started/getting_started_with_JuMP/)
 
 ### linprog
 

src/sets.jl

@@ -1063,7 +1063,7 @@ The set corresponding to the special ordered set (SOS) constraint of type 1.
 Of the variables in the set, at most one can be nonzero.
 The `weights` induce an ordering of the variables; as such, they should be unique values.
 The *k*th element in the set corresponds to the *k*th weight in `weights`.
-See [here](http://lpsolve.sourceforge.net/5.5/SOS.htm) for a description of SOS constraints and their potential uses.
+See [here](https://lpsolve.sourceforge.net/5.5/SOS.htm) for a description of SOS constraints and their potential uses.
 """
 struct SOS1{T<:Real} <: AbstractVectorSet
     weights::Vector{T}
@@ -1076,7 +1076,7 @@ The set corresponding to the special ordered set (SOS) constraint of type 2.
 Of the variables in the set, at most two can be nonzero, and if two are nonzero, they must be adjacent in the ordering of the set.
 The `weights` induce an ordering of the variables; as such, they should be unique values.
 The *k*th element in the set corresponds to the *k*th weight in `weights`.
-See [here](http://lpsolve.sourceforge.net/5.5/SOS.htm) for a description of SOS constraints and their potential uses.
+See [here](https://lpsolve.sourceforge.net/5.5/SOS.htm) for a description of SOS constraints and their potential uses.
 """
 struct SOS2{T<:Real} <: AbstractVectorSet
     weights::Vector{T}