Decomposition Methods in Pyomo

[Mark]

I am new to Pyomo and was curious to know whether anyone has implemented different decomposition algorithms.

I see there are some previous threads on this forum mentioning Benders' Decomposition, and apparently an example ships with Pyomo.

Implementing Branch-and-Price is usually very difficult and typically requires writing custom code, I was curious to know if anything within Pyomo attempts to facilitate this.

If not, have the developers considered that they could potentially take advantage of the work that has been done with the COIN-OR project Dip and it's python interface DipPy?

There, they use PuLP as the modelling language, but I don't see why Pyomo couldn't build its own interface to Dip (which is in C++).

[Watson, Jean-Paul]

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[Watson, Jean-Paul]

There are two decomposition strategies in PySP, targeted toward stochastic programs: the L-shaped method (Benders) and Progressive Hedging. 

Branch-and-price is on the horizon, but requires fully flushing out prototypes of “persistent” solver interfaces to support generic callbacks and such. 

We have discussed creating an interface with DipPy, but simply have not had the bandwidth to implement it. You are correct that there are no major impediments.

jpw