Support Gurobi nonlinear expressions in the direct/persistent solvers

[torressa]

Summary

Gurobi v12 supports nonlinear constraints, it would be good if the direct/persistent solvers supported adding these directly to the gurobipy.Model object.

Rationale

Right now, to use this feature through Pyomo, one must use the gurobinl solver which uses the AMPL interface via an NL file.

Description

I would like to leverage the Pyomo expressions to either create an expression tree to pass this to gurobipy via Model.addGenConstrNLAdv or even create a NLExpr whatever is easiest. This requires a bit of knowledge of the Pyomo expressions and I haven't had time to dig into it yet.

Additional information

This can be used to translate nonlinear functions such as pyomo.kernel.sin as well as polynomials, hence it would solve #3249

[grahamsparrow-8451]

I am very interested in this functionality and would be happy to contribute in some way. I can certainly help with testing and maybe with some coding, if someone with more knowledge of the internals of Pyomo and the gurobipy API could sketch a design.

[emma58]

I'm working on a direct Gurobi interface that supports MINLP as a contrib package on this branch: https://github.com/emma58/pyomo/tree/gurobi-minlp

It's not quite ready for people to beat on yet, but I can update this issue when it is.