No documentation on Benders decomposition in Pyomo

[alexchandel]

Summary

There seem to be many claims across the internet of using Benders decomposition in Pyomo. However, the documentation makes no mention at all on how to use Benders decomposition outside of a single passing mention in APPSI (which does not seem to support many solvers, including GAMS or BARON).

How does one / can one implement Benders decomposition in Pyomo? Please add this to the Advanced Topics of the documentation.

Information on your system

Pyomo version: 6.6.2
Python version: 3.11.4
Operating system: macOS
How Pyomo was installed (PyPI, conda, source): PyPI
Solver (if applicable): All

[mrmundt]

Hello, @alexchandel . We appreciate your suggestion! We will discuss this request and add it to our backlog for future efforts.

NOTE: There is no guarantee that we will implement all suggestions. We do, however, accept external contributions. If you are interested in expediting this request, we encourage you to review our Contribution Guide.

[alexchandel]

There are lots of instances of people asking about Benders decomposition on Pyomo: with Gurobi and Pyomo, with CPLEX and Pyomo, with suffixes, here, here, many others, so the enhancement seems to be heavily requested.

Here are some example attempts: in Pyomo's examples, with suffixes, by hand with AbstractModel

[alexchandel]

I think IDAES implements Benders decomposition too.