title: Pyomo.dae custom finite difference scheme
body: <p>I am new to Pyomo and would like to implement a custom <strong>finite difference</strong> discretization scheme. <a href="https://pyomo.readthedocs.io/en/stable/modeling_extensions/dae.html#custom-discretization-schemes" rel="nofollow noreferrer">Pyomo documentation</a> implies one needs to copy a function for the forward difference method and just replace the equation next to the first return statement with a new one. After implementing a custom finite difference method using the above function template, the only other change that must be made is to add the custom method to the <code>all_schemes</code> dictionary in the <code>dae.finite_difference</code> class.</p>
  <p>Can anyone please provide an example of solving an optimal control problem with manual implementation of <strong>finite difference</strong> (NOT collocation) discretization?</p>