Add DocTestSetup

Author: blegat

docs/make.jl

@@ -123,6 +123,13 @@ end
 # link checking. Inn production we replace this by running the LaTeX build.
 write(joinpath(@__DIR__, "src", "MathOptInterface.pdf"), "")
 
+DocMeta.setdocmeta!(
+    MathOptInterface,
+    :DocTestSetup,
+    :(import MathOptInterface as MOI);
+    recursive=true,
+)
+
 @time Documenter.makedocs(
     sitename = "MathOptInterface",
     authors = "The JuMP core developers and contributors",