PaGMO 2 includes both GPL and LGPL in their copyright notices:
Copyright 2017-2018 PaGMO development team This file is part of the PaGMO library. The PaGMO library is free software; you can redistribute it and/or modify it under the terms of either: * the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. or * the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. or both in parallel, as here. The PaGMO library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
as it says
or explicitly, it seems that only LGPL could be picked when using it, without the downsides of GPL. But I would like to confirm this, as "I'm Not A Lawyer". Note: I want to use it in a commercial software.
Also, what would be the reason to license it with both GPL and LGPL? Would it be advantageous for someone to pick GPL over LGPL?