New add_column() method for appsi solvers

[darrylmelander]

Summary/Motivation:

This PR adds a new add_column() method to the solvers in the pyomo.contrib.appsi.solvers package. Like the add_column() method in the persistent solvers in the main pyomo.solvers package, this function allows you to add a new variable, and add it to the objective and to existing constraints, all in a single function call. This gives persistent solvers an opportunity to add the new variable more efficiently than is possible when modifying existing constraints one by one.

Changes proposed in this PR:

• Add a new add_column() method to appsi solvers.

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[darrylmelander]

@michaelbynum, This is a PR you will probably want to review.

One thing I'd like to note is that I had to comment out some lines in the test for this PR (see these commented out lines). Those lines were intended to verify that the pyomo model components were modified as expected, but I could never get the comparisons to consistently work as expected, even though the string representation of the expressions showed they were equivalent. If there's a preferred way to make those comparisons, great, I'd love to have them added to the test.

[codecov[bot]]

Codecov Report

Attention: 4 lines in your changes are missing coverage. Please review.

Comparison is base (ae85c0c) 87.98% compared to head (e9797f9) 87.99%. Report is 158 commits behind head on main.

Files	Patch %	Lines
pyomo/contrib/appsi/base.py	95.00%	2 Missing :warning:
pyomo/contrib/appsi/solvers/gurobi.py	85.71%	2 Missing :warning:

Additional details and impacted files

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##             main    #2804   +/-   ##
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  Lines       90242    90310   +68     
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- Misses      10842    10845    +3     

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osx	75.12% <76.38%> (+<0.01%)	:arrow_up:
other	85.50% <94.44%> (+<0.01%)	:arrow_up:
win	82.57% <94.44%> (+0.01%)	:arrow_up:

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[jsiirola]

@michaelbynum, can you take a look at this?

[michaelbynum]

I think we should move this method into a "helper function" that takes in a model and a solver and modifies both. This way, we maintain that solver interfaces do not modify models as a "side effect".

[blnicho]

@darrylmelander @michaelbynum this PR has been open for a while, any updates or plans for finishing this?

[bknueven]

@darrylmelander @michaelbynum this PR has been open for a while, any updates or plans for finishing this?

If @darrylmelander is unavailable I could pick this up. It would still be a useful thing for APPSI (or any of our "in memory") solver interfaces to have.

[bknueven]

I think we should move this method into a "helper function" that takes in a model and a solver and modifies both. This way, we maintain that solver interfaces do not modify models as a "side effect".

@michaelbynum would the function signature we currently use for persistent solvers be better? https://github.com/Pyomo/pyomo/blob/b5825e9e146552690d942903386102105251464c/pyomo/solvers/plugins/solvers/persistent_solver.py#L197-L214