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From a discussion in IDAES: https://github.com/IDAES/idaes/pull/177
When a constructing a Constraint using a rule, the Constraint component is first created and then populated by the rule. If the rule fails for some reason but the Exception is handled by something, the Constraint object remains attached to the model.
It would be good if Pyomo could clean up when things go badly wrong in this way.