Add changelog entry

diff --git a/doc/build/changelog/unreleased_20/11595.rst b/doc/build/changelog/unreleased_20/11595.rst
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+.. change::
+    :tags: feature, postgresql
+    :tickets: 11595, 11946
+
+    Added support for specifying a list of columns for ``SET NULL`` and
+    ``SET DEFAULT`` actions of ``ON DELETE`` clause of foreign key definition on
+    PostgreSQL.