Multiple selection is discussed in the animal breeding literature. See e.g. this review.
Samorè, A. B., & Fontanesi, L. (2016). Genomic selection in pigs: state of the art and perspectives. Italian Journal of Animal Science, 15(2), 211–232. doi.org/10.1080/1828051X.2016.1172034
Sometimes the traits selected for are negatively genetically correlated. This slows down the process, but does not make it impossible unless the genetic correlation is -1.00. For humans, most of the traits we want seem to be positively related, with a few exceptions. Sometimes bipolar and IQ have positive relationships, which may be undesirable. Bipolar is associated with creativity however, so perhaps it's not entirely bad. A larger problem is the negative genetic correlation between fertility and IQ. There's also myopia and IQ.
It's great to make people more aware of bad mental habits and encourage better ones, as many people have done on LessWrong. The way we deal with weak thinking is, however, like how people dealt with depression before the development of effective anti-depressants:
The only "anti-stupidity drugs" we have are nootropics. But the nootropics we have weren't developed as nootropics. Piracetam was, I think, developed to treat seizures. L-DOPA was developed to treat Parkinson's. No one knows who started using ginkgo biloba or what they used it for; it was used to treat asthma 5000 years ago. Adderall derives from drugs used to keep soldiers awake in World War 2.
And none of them are very good against stupidity. AFAIK, to date, not one drug has been developed by understanding and targeting the causes of different types of stupidity. We have the tools to do this--we could, for instance, sequence a lot of peoples' DNA, give them all IQ tests, and do a genome-wide association study, as a start.
We don't research these things because society doesn't want to research them. People don't conceive of stupidity as a disease that can be cured. We need, somehow, to promote thinking of stupidity as a mental illness. As something drug companies could make billions of dollars off of.