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Edna St. Vincent Millay's very short poem "Figs from Thistles: First Fig" goes as follows:

My candle burns at both ends;
   It will not last the night;
But ah, my foes, and oh, my friends—
   It gives a lovely light!

A recent answer on English SE mentions an interpretation of this as being about the poet's sexuality, which strikes me as a very non-obvious reading of the poem. However, it's very short and un-detailed, which lays it open to a wide variety of different interpretations: the page linked from that English SE answer mentions life, sex, literature, and career as possible fields of interpretation of this poem.

How can this poem be interpreted? I'm looking for sensible well-reasoned interpretations, either which have already been posed by critics (in which case, please include sources and citations in your answer) or which can be properly supported by any kind of arguments (authorial intent, context of the poem within her corpus or as relevant to her life, wording choice in the poem itself, ...), not just thoughts and ideas without backup.

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“To burn (or light) the candle at both ends” is a metaphor meaning “to consume or waste in two directions at once”, according to the OED, which gives the citations:

1736   N. Bailey et al. Dictionarium Britannicum (ed. 2) (at cited word)   The Candle burns at both Ends. Said when Husband and Wife are both Spendthrifts.
1753   J. Hanway Hist. Acct. Brit. Trade Caspian Sea II. xlii. 281   Apt to light their candle at both ends; that is to say, they are apt to consume too much, and work too little.
1848   C. Kingsley Saint’s Trag. iii. i. 140   To double all your griefs, and burn life's candle, As village gossips say, at either end.

Millay adds a twist to the well-known phrase by pointing out that the doubly lit candle burns twice as brightly. This makes the burning of the candle into a metaphor for any kind of wasteful or self-destructive behaviour which is nonetheless glorious, if only briefly. The “foes” and the “friends” of the third line both object to this behaviour, the foes out of disapproval, and the friends out of concern, but the speaker ignores them both to pursue her own “ends”.

The candle is thus a floating signifier—there’s nothing in the poem to pin down what it signifies. You can take it as a metaphor for over-work, or drug abuse, or high living, or love affairs, or any kind of spectacular and risky behaviour. And no doubt we could find things in Millay’s own life to which the metaphor applies (though in seeking such correspondences we risk committing the biographical fallacy). But I don’t see how the candle can work as a metaphor for bisexuality (as in the interpretation by Emma Baldwin mentioned in the question), because bisexuality is not a kind of wasteful or self-destructive behaviour. If the idea of bisexuality is present as a result of the wording “both ends”, it’s there as a nuance or subtext.

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